Comparison of GARCH, Neural Network and Support Vector Machine in Financial Time Series Prediction.
Altaf HossainFaisal ZamanM. NasserM. Mufakhkharul IslamPublished in: PReMI (2009)
Keyphrases
- neural network
- support vector machine
- neural network model
- artificial neural networks
- prediction model
- recurrent neural networks
- stock market
- non stationary
- radial basis function
- fault diagnosis
- training algorithm
- feature selection
- pattern recognition
- training data
- moving average
- multi layer perceptron
- machine learning
- support vector machine svm
- risk management
- neuro fuzzy
- svm classifier
- back propagation
- multi class
- multilayer perceptron
- genetic algorithm
- feed forward
- hyperplane
- support vector
- data sets
- stock price
- back propagation neural network