A Naïve SVM-KNN based stock market trend reversal analysis for Indian benchmark indices.
Rudra Kalyan NayakDebahuti MishraAmiya Kumar RathPublished in: Appl. Soft Comput. (2015)
Keyphrases
- knn
- stock market
- k nearest neighbor
- text categorization
- support vector machine svm
- nearest neighbor
- text classification
- support vector machine
- k nearest neighbour
- classification algorithm
- information gain
- data analysis
- distance function
- stock price
- feature selection
- financial time series
- stock exchange
- bayesian classifiers
- trading rules
- neural network
- shows significant improvements
- classification method
- back propagation
- non stationary
- long term
- feature space
- training data