Stock Market Volatility Prediction: A Service-Oriented Multi-kernel Learning Approach.
Feng WangLing LiuChenxiao DouPublished in: IEEE SCC (2012)
Keyphrases
- service oriented
- stock market
- kernel learning
- financial time series
- stock price
- stock index futures
- garch model
- short term
- stock exchange
- web services
- stock returns
- multiple kernel learning
- long term
- kernel function
- financial markets
- stock trading
- support vector regression
- financial data
- kernel matrix
- stock data
- kernel methods
- dimensionality reduction
- semi supervised
- learning tasks
- non stationary
- chinese stock market
- neural network
- pairwise constraints
- prediction model
- artificial neural networks
- machine learning