Forecasting daily stock market return using dimensionality reduction.
Xiao ZhongDavid EnkePublished in: Expert Syst. Appl. (2017)
Keyphrases
- stock market
- dimensionality reduction
- financial time series
- short term
- financial news
- stock index
- investment strategies
- garch model
- long term
- foreign exchange
- stock price
- technical indicators
- stock exchange
- principal component analysis
- low dimensional
- feature extraction
- high dimensional data
- stock index futures
- high dimensional
- trading rules
- high dimensionality
- exchange rate
- financial markets
- forecasting model
- data points
- listed companies
- financial data
- stock data
- trading strategies
- linear discriminant analysis
- stock trading
- feature space
- feature selection
- dimension reduction
- artificial neural networks
- stock returns
- stock market data
- support vector machine svm