Integrating GA-based time-scale feature extractions with SVMs for stock index forecasting.
Shian-Chang HuangTung-Kuang WuPublished in: Expert Syst. Appl. (2008)
Keyphrases
- stock index
- stock market
- empirical analysis
- garch model
- stock price
- financial markets
- trading systems
- stock exchange
- support vector
- stock index futures
- short term
- feature vectors
- machine learning
- genetic algorithm
- kernel function
- long term
- non stationary
- support vector regression
- feature space
- exchange rate
- feature selection
- financial time series
- portfolio selection
- image features
- scale space
- wavelet domain
- fitness function