A multiple-kernel support vector regression approach for stock market price forecasting.
Chi-Yuan YehChi-Wei HuangShie-Jue LeePublished in: Expert Syst. Appl. (2011)
Keyphrases
- stock market
- multiple kernel
- support vector regression
- forecasting accuracy
- kernel learning
- short term
- support vector machine
- long term
- kernel function
- kernel methods
- support vector
- hybrid model
- support vector machine svm
- stock price
- multiple kernel learning
- regression model
- forecasting model
- linear combination
- financial time series
- financial data
- data sets
- multiple features
- distance metric learning
- neural network
- least squares
- svm classifier
- loss function
- artificial neural networks
- training data
- decision trees
- feature selection