Research for construction and application of PCA-SVM for exchange rate forecasting.
Chengzhao ZhangPublished in: IMMS (2018)
Keyphrases
- exchange rate
- foreign exchange
- financial time series
- support vector
- principal component analysis
- support vector machine svm
- stock price
- long run
- support vector machine
- dimensionality reduction
- short term
- feature space
- principal components analysis
- web pages
- covariance matrix
- training data
- feature extraction
- face recognition