Big data analytics for financial Market volatility forecast based on support vector machine.
Rongjun YangLin YuYuanjun ZhaoHongxin YuGuiping XuYiting WuZhengkai LiuPublished in: Int. J. Inf. Manag. (2020)
Keyphrases
- financial markets
- big data analytics
- support vector machine
- stock index
- early warning
- big data
- stock price
- stock market
- wavelet support vector machine
- stock index futures
- social media
- short term
- stock returns
- risk management
- support vector
- feature selection
- machine learning
- exchange rate
- data management
- support vector regression
- black scholes
- knn
- decision making
- technical indicators
- long term
- fractional brownian motion
- garch model
- foreign exchange
- information retrieval
- data processing
- trading strategies
- data warehouse
- data mining
- data warehousing