A Hybrid Method for Forecasting Stock Market Trend Using Soft-Thresholding De-noise Model and SVM.
Xueshen SuiQinghua HuDaren YuZongxia XieZhongying QiPublished in: RSFDGrC (2007)
Keyphrases
- hybrid method
- noise model
- stock market
- short term
- financial time series
- soft thresholding
- garch model
- long term
- noisy images
- support vector machine
- noise level
- denoising
- image denoising
- stock price
- noise reduction
- gaussian noise
- wavelet domain
- gaussian distribution
- optimization procedure
- exchange rate
- financial data
- total variation
- forecasting model
- hybrid algorithm
- support vector
- natural images
- financial markets
- wavelet transform
- knn
- machine learning
- training data
- similarity measure
- feature selection