mHernandes/ibovespa-forecast-using-machine-learning

Ibovespa (Brazil's main stock exchange index) forecast using a Nonlinear Autoregressive Exogenous Artificial Neural Network (NARX ANN) and Nonlinear Autoregressive Exogenous Least-Squares Support Vector Machine (NARX LS-SVM). For the NARX ANN, MATLAB's neural network toolbox was used. For the NARX LS-SVM, the LS-SVM toolbox (https://www.esat.kuleuven.be/sista/lssvmlab/) by Johan Suykens was used

语言：MATLAB · GitHub 星标：9 · Fork：1

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