Incorporating feature selection method into support vector regression for stock index forecasting.
Wensheng DaiYuehjen E. ShaoChi-Jie LuPublished in: Neural Comput. Appl. (2013)
Keyphrases
- support vector regression
- support vector classification
- support vector machine svm
- feature set
- support vector machine
- regression model
- feature selection
- forecasting model
- forecasting accuracy
- classification accuracy
- neural network
- model selection
- multiresolution
- data points
- similarity measure
- theoretical analysis
- image processing
- bp neural network
- machine learning