Predicting Stock Market N-Days Ahead Using SVM Optimized by Selective Thresholds.
Jason JiangJianguo LiuPublished in: ICMLC (2020)
Keyphrases
- stock market
- support vector machine svm
- support vector
- short term
- financial time series
- support vector machine
- stock price
- trading rules
- svm classifier
- knn
- stock trading
- financial data
- stock exchange
- long term
- training data
- feature selection
- listed companies
- stock data
- machine learning
- financial markets
- kernel function
- training set
- trading strategies
- garch model
- neural network
- stock returns
- stock market data
- chinese stock market
- stock index futures
- feature vectors
- portfolio optimization
- investment strategies
- data streams
- feature extraction