Stock forecasting using Support Vector Machine.
Lucas K. C. LaiJames N. K. LiuPublished in: ICMLC (2010)
Keyphrases
- support vector machine
- stock market prediction
- support vector regression
- stock market
- forecasting accuracy
- wavelet support vector machine
- short term
- svm classifier
- stock price
- support vector machine svm
- multi class
- exchange rate
- support vector
- training data
- svm classification
- financial time series
- medium term
- machine learning
- k nearest neighbor
- forecasting model
- kernel methods
- kernel function
- feature selection
- stock trading
- hyperplane
- generalization ability
- classification algorithm
- data sets
- stock data
- garch model
- lp norm
- feature space
- foreign exchange
- long term
- exponential smoothing
- grey model
- similarity measure
- multi class support vector machines
- feature vectors
- decision forest
- small sample
- early warning
- knn
- hybrid model
- regression model