Combining Time-Scale Feature Extractions with SVMs for Stock Index Forecasting.
Shian-Chang HuangHsing-Wen WangPublished in: ICONIP (3) (2006)
Keyphrases
- stock index
- stock market
- garch model
- financial markets
- empirical analysis
- stock exchange
- support vector
- stock price
- stock index futures
- feature vectors
- trading systems
- scale space
- feature selection
- kernel function
- portfolio management
- image features
- forecasting model
- theoretical analysis
- support vector machine
- machine learning
- support vector regression
- project management
- short term
- financial data