Stock Market Forecasting based on Wavelet and Least Squares Support Vector Machine.
Xia LiangHaoran ZhuXun LiangPublished in: ICEIS (2) (2011)
Keyphrases
- stock market
- least squares support vector machine
- financial time series
- short term
- ls svm
- garch model
- foreign exchange
- long term
- forecasting model
- stock price
- wavelet transform
- multiscale
- wavelet coefficients
- trading rules
- least squares
- stock exchange
- financial data
- prediction model
- small sample
- stock index futures
- wavelet analysis
- exchange rate
- improved algorithm
- denoising
- feature extraction
- financial markets
- radial basis function
- input variables
- rbf neural network
- variable selection
- cross validation
- back propagation
- data mining