Stock trend prediction based on fractal feature selection and support vector machine.
Liping NiZhiwei NiYazhuo GaoPublished in: Expert Syst. Appl. (2011)
Keyphrases
- feature selection
- support vector machine
- stock market prediction
- support vector
- multi class
- prediction accuracy
- small sample
- grey model
- svm classifier
- feature space
- classification accuracy
- machine learning
- selected features
- support vector machine svm
- text classification
- feature set
- text categorization
- feature extraction
- prediction error
- stock market
- ensemble classifier
- parameter optimization
- financial time series
- classification method
- information gain
- data sets
- kernel function
- image compression
- feature vectors
- radial basis function
- prediction model
- training data
- fractal dimension
- feature selection algorithms
- training set
- mutual information
- iterated function systems
- automatic relevance determination
- stock trading
- irrelevant features
- knn
- ls svm
- support vector regression
- kernel methods
- microarray data