A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting.
Cheng-Lung HuangCheng-Yi TsaiPublished in: Expert Syst. Appl. (2009)
Keyphrases
- stock market
- short term
- support vector regression
- financial time series
- garch model
- long term
- stock index futures
- forecasting model
- foreign exchange
- stock price
- technical indicators
- stock exchange
- trading rules
- financial data
- financial news
- regression model
- exchange rate
- financial markets
- stock market data
- trading strategies
- support vector machine
- stock returns
- portfolio optimization
- support vector machine svm
- stock data
- kernel function
- support vector
- neural network
- model selection
- machine learning