Forecasting stock indices with wavelet-based kernel partial least square regressions.

Shian-Chang Huang Tung-Kuang Wu

Published in: IJCNN (2008)

Keyphrases

partial least squares
regression method
factor analysis
discriminant analysis
short term
dimension reduction
feature space
kernel function
support vector
stock market
stock price
ls svm
principal component analysis
support vector regression
trading systems
bayesian inference
data sets