Prediction of Trend Reversals in Stock Market by Classification of Japanese Candlesticks.
Leszek J. ChmielewskiMaciej JanowiczArkadiusz OrlowskiPublished in: CORES (2015)
Keyphrases
- stock market
- financial time series
- short term
- stock exchange
- feature vectors
- support vector machine svm
- stock index futures
- text classification
- trading rules
- listed companies
- stock price
- feature extraction
- stock data
- financial news
- stock trading
- stock returns
- portfolio optimization
- feature selection
- prediction model
- support vector machine
- long term
- dimension reduction
- garch model
- decision support system
- training set
- feature space
- support vector