Mutual Interdependence of Stock Markets based on Support Vector Machine.
Minghao ZhuJie LiPublished in: ICEIS (2) (2011)
Keyphrases
- stock market
- support vector machine
- short term
- stock price
- monetary policy
- stock data
- stock exchange
- stock returns
- trading rules
- financial time series
- long term
- support vector
- feature selection
- stock trading
- financial data
- machine learning
- financial markets
- training set
- training data
- driving forces
- financial news
- feature vectors
- garch model
- feature space
- stock market data
- chinese stock market
- portfolio optimization
- foreign exchange
- feature extraction
- decision making