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International carbon financial market prediction using particle swarm optimization and support vector machine
Carbon financial futures have both the characteristics of commodity futures and environmental protection and its price is affected by many factors. It is hard and complex for traditional analysis methods to get precise prediction results effectively. How to effectively predict the price trend of carbon financial futures has been focused on by both academia and traders. This study addresses the high prediction error of European allowance (EUA) futures price by constructing a novel approach by combining the support vector machine (SVM) and particle swarm optimization (PSO) algorithm. This article introduces a parameters optimization method, which provides the best parameters for SVM to improve the prediction performance of the EUA futures price. Furthermore, this research uses the realistic trading dataset containing 30,762 EUA futures closing prices to verify the effectiveness and efficiency of the PSO-SVM prediction model. The empirical results show that the prediction performance of the model, especially the radial kernel function, is significantly improved. And this approach can determine the parameters according to the characteristics of the dataset and input the parameters for training and prediction automatically. The PSO-SVM algorithm can effectively predict extreme price fluctuations and overcome the problem of high prediction error caused by parameter constraints.
Journal Article
Positional Option Trading
A detailed, one-stop guide for experienced options traders Positional Option Trading: An Advanced Guide is a rigorous, professional-level guide on sophisticated techniques from professional trader and quantitative analyst Euan Sinclair.The author has over two decades of high-level option trading experience.
eBook
The Options Trading Primer
This book introduces options and how they work-to those who are ready to learn how they work, as well as emphasizes the application of time-tested option trading rules.Buying and selling options is the fastest growing investment strategy when compared with other trading venues such as buying and selling stocks, futures, and foreign exchange.
eBook
