Mining Stock Market Tendency by RS-Based Support Vector Machines.
Ying SaiZheng YuanKanglin GaoPublished in: GrC (2007)
Keyphrases
- stock market
- support vector
- learning machines
- large margin classifiers
- short term
- stock price
- stock trading
- financial time series
- stock exchange
- financial markets
- financial data
- trading rules
- data mining techniques
- stock data
- financial news
- stock index futures
- kernel function
- garch model
- chinese stock market
- stock returns
- listed companies
- pattern mining
- long term
- cross validation
- mining algorithm
- sequential patterns
- support vector machine
- itemsets
- feature selection
- stock market data