Integrating principle component analysis and weighted support vector machine for stock trading signals prediction.
Yingjun ChenYijie HaoPublished in: Neurocomputing (2018)
Keyphrases
- principle component analysis
- svm classifier
- support vector machine
- stock market
- financial time series
- independent component analysis
- support vector machine svm
- support vector
- feature space
- svm classification
- prediction accuracy
- face recognition
- principal components analysis
- trading rules
- dimension reduction
- feature vectors
- lower dimensional
- feature selection
- kernel function
- image classification
- hyperplane
- stock price
- kernel pca
- training data
- feature extraction
- classification method
- covariance matrix
- semi supervised
- random projections
- knn