PSO-tuned support vector classifier based Nifty50 index movement prediction using market positions and sentiment scores.
Deepshi GargRakesh Kumar PandeyPrakash TiwariPublished in: ICCCNT (2023)
Keyphrases
- stock index
- stock market
- stock exchange
- financial markets
- financial time series
- stock price
- support vector
- garch model
- prediction accuracy
- particle swarm optimization
- short term
- particle swarm optimization pso
- financial data
- sentiment analysis
- futures market
- chinese stock market
- particle swarm optimization algorithm
- pso algorithm
- non stationary
- particle swarm optimizer
- long term
- sentiment classification
- kernel function
- portfolio optimization
- feature selection
- opinion mining
- optimization algorithm
- edge detection
- evolutionary algorithm