A Multicriteria Trading System Based on Singular Spectrum Analysis Trading Rules.
Michel Carlo Rodrigues LelesLeonardo Amaral MozelliElton Felipe SbruzziCairo Lúcio Nascimento JúniorHomero N. GuimarãesPublished in: IEEE Syst. J. (2020)
Keyphrases
- trading rules
- singular spectrum analysis
- trading systems
- complex valued
- change point detection
- support vector regression
- market data
- stock market
- data preprocessing
- stock price
- artificial neural networks
- real valued
- non stationary
- stock exchange
- outlier detection
- recurrent neural networks
- financial markets
- long term
- data mining
- sequential data
- genetic algorithm
- feature selection
- information extraction
- regression model