Integration of nonlinear independent component analysis and support vector regression for stock price forecasting.
Ling-Jing KaoChih-Chou ChiuChi-Jie LuJung-Li YangPublished in: Neurocomputing (2013)
Keyphrases
- independent component analysis
- support vector regression
- nonlinear regression
- source separation
- forecasting accuracy
- independent components
- principal component analysis
- regression model
- factor analysis
- blind source separation
- hybrid model
- support vector classification
- support vector
- independent subspace analysis
- support vector machine svm
- signal processing
- short term
- kernel function
- autoregressive conditional heteroscedasticity
- single channel
- forecasting model
- support vector machine
- independent components analysis
- pattern recognition
- multiscale
- image processing