A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction.
Yingjun ChenYongtao HaoPublished in: Expert Syst. Appl. (2017)
Keyphrases
- stock market
- financial time series
- support vector machine
- k nearest neighbor
- stock market prediction
- knn
- short term
- feature vectors
- stock returns
- financial data
- financial news
- stock exchange
- stock price
- investment strategies
- stock index futures
- financial markets
- stock data
- trading rules
- trading strategies
- stock trading
- prediction model
- support vector machine svm
- listed companies
- garch model
- support vector
- long term
- data streams