A comparative study of a recurrent neural network and support vector machine for predicting price movements of stocks of different volatilites.
Zhixi LiVincent W. L. TamPublished in: SSCI (2017)
Keyphrases
- support vector machine
- svm classifier
- multi class
- support vector
- machine learning
- stock market
- training data
- support vector machine svm
- classification method
- financial data
- stock price
- real time
- multi class support vector machines
- stock market prediction
- stock data
- small sample
- generalization ability
- radial basis function
- feature vectors
- classification algorithm
- genetic algorithm
- information systems
- decision boundary
- feature selection
- special case
- stock exchange
- soft margin
- training set
- pattern recognition