Stock market trend prediction using AHP and weighted kernel LS-SVM.
Ivana MarkovicMilos B. StojanovicJelena StankovicMilena M. StankovicPublished in: Soft Comput. (2017)
Keyphrases
- least squares support vector machine
- stock market
- ls svm
- prediction model
- financial time series
- least squares
- stock price
- short term
- variable selection
- cross validation
- financial data
- generalization ability
- stock index futures
- support vector machine
- correlation coefficient
- financial markets
- support vector
- improved algorithm
- long term
- garch model
- kernel function
- hyperparameters
- image classification
- input variables
- gaussian processes
- high dimensional
- neural network