Stock Price Forecasting with Empirical Mode Decomposition Based Ensemble \nu -Support Vector Regression Model.
Xueheng QiuHuilin ZhuPonnuthurai N. SuganthanGehan A. J. AmaratungaPublished in: CICBA (1) (2017)
Keyphrases
- regression model
- stock price
- empirical mode decomposition
- non stationary
- support vector regression
- stock market prediction
- support vector
- exchange rate
- financial time series
- prediction model
- stock exchange
- regression analysis
- financial data
- model selection
- feature selection
- foreign exchange
- financial markets
- stock market
- ensemble methods
- logistic regression
- neural network
- intrinsic mode functions
- forecasting model
- loss function
- classification accuracy
- support vector machine
- short term
- random forests
- training set
- explanatory variables
- historical data
- training data
- autoregressive
- hilbert huang transform
- news articles
- multiscale
- multivariate regression
- multiresolution
- long term
- multi band
- least squares
- wavelet decomposition
- kernel function