Forecasting stock market movement direction with support vector machine.
Wei HuangYoshiteru NakamoriShouyang WangPublished in: Comput. Oper. Res. (2005)
Keyphrases
- stock market
- short term
- support vector machine
- financial time series
- garch model
- stock index
- long term
- foreign exchange
- stock market prediction
- support vector regression
- technical indicators
- financial data
- stock price
- stock index futures
- stock exchange
- trading rules
- stock returns
- listed companies
- forecasting model
- wavelet support vector machine
- financial markets
- support vector
- svm classifier
- stock trading
- trading strategies
- exchange rate
- financial news
- machine learning
- stock data
- feature selection
- support vector machine svm
- feature vectors
- training set
- feature space
- stock market data
- risk management