Forecasting the movement direction of exchange rate with polynomial smooth support vector machine.
Yubo YuanPublished in: Math. Comput. Model. (2013)
Keyphrases
- exchange rate
- support vector machine
- foreign exchange
- stock price
- financial time series
- currency exchange
- training data
- long run
- support vector machine svm
- multi class
- machine learning
- kernel methods
- svm classifier
- support vector
- risk aversion
- feature selection
- training set
- natural language processing
- feature space
- stock market prediction
- support vector regression
- non stationary
- quantitative analysis
- radial basis function
- k nearest neighbor
- feature vectors
- data analysis
- information retrieval