Interval Forecasting of Financial Time Series by Accelerated Particle Swarm-Optimized Multi-Output Machine Learning System
Bibliographic record
Abstract
By providing a range of values rather than a point estimate, accurate interval forecasting is critical to the success of investment decisions in exchange rate markets. This work proposes a sliding-window metaheuristic optimization for interval-valued time series forecasting using multi-output least squares support vector regression (MLSSVR). The hyperparameters in MLSSVR are finetuned using an accelerated particle swarm optimization algorithm to yield the best predictions and fastest convergence. The proposed system has a graphical user interface that is developed in a computing environment and functions as a stand-alone application. The system is validated using stock prices as well as exchange rates and outputs are compared with published results. Finally, the proposed interval time series prediction method is tested in two case studies; one involves the daily Australian dollar and Japanese yen rates (AUD/JPY) and the other involves US dollar and Canadian dollar rates (USD/CAD). The proposed model is promising for interval time series forecasting.
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How this classification was reachedexpand
Full frame machine prediction
Teacher imitationNot calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.
Distilled classifier scores by category (both heads)
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.002 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.001 | 0.001 |
| Open science | 0.001 | 0.000 |
| Research integrity | 0.001 | 0.001 |
| Insufficient payload (model declined to judge) | 0.001 | 0.000 |
Machine scores (provisional)
The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.
Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.
score_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from itClassification
machine, unvalidatedMachine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.
How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".