A novel hybrid model based on Hodrick-Prescott filter and support vector regression algorithm for optimizing stock market price prediction.
Meryem OuahilalMohammed El MohajirMohamed ChahhouBadr Eddine El MohajirPublished in: J. Big Data (2017)
Keyphrases
- stock market
- regression algorithm
- financial time series
- support vector
- short term
- stock exchange
- long term
- semi supervised
- piecewise linear
- stock index futures
- learning algorithm
- financial data
- financial markets
- trading rules
- regression methods
- financial news
- logistic regression
- prediction model
- stock price
- kernel function
- stock trading
- machine learning
- generalization ability
- non stationary
- garch model
- feature selection
- support vector machine
- training examples
- cross validation
- radial basis function
- classification accuracy
- regression model
- hyperplane
- data mining
- neural network