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.ku…
☆9Updated 4 years ago
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