Application of feature-weighted Support Vector regression using grey correlation degree to stock price forecasting.
James N. K. LiuYan-Xing HuPublished in: Neural Comput. Appl. (2013)
Keyphrases
- support vector regression
- grey correlation
- grey system theory
- support vector machine
- support vector machine svm
- support vector classification
- regression model
- forecasting accuracy
- kernel learning
- hybrid model
- support vector
- data sets
- non stationary
- preprocessing step
- feature set
- classification accuracy
- back propagation neural network
- training set
- pattern recognition
- feature extraction