Directional Prediction of Financial Time Series Using SVM and Wilson Loop Perceptron.
Samai SrisuayKabin KanjamapornkulWeerasak FongngenPublished in: SN Comput. Sci. (2024)
Keyphrases
- financial time series
- support vector
- stock market
- financial time series forecasting
- financial data
- non stationary
- turning points
- stock price
- exchange rate
- stock exchange
- support vector machine svm
- multivariate time series
- knn
- support vector machine
- hyperplane
- learning algorithm
- feature selection
- feature vectors
- stock returns
- kernel function
- feature space
- cost sensitive
- short term
- human body
- long term
- machine learning