An SVM-based approach for stock market trend prediction.
Yuling LinHaixiang GuoJinglu HuPublished in: IJCNN (2013)
Keyphrases
- stock market
- financial time series
- stock exchange
- support vector
- support vector machine svm
- stock price
- trading rules
- support vector machine
- financial data
- short term
- stock index futures
- stock trading
- financial markets
- financial news
- garch model
- feature selection
- kernel function
- portfolio optimization
- feature vectors
- machine learning
- non stationary
- trading strategies
- stock data
- stock returns
- generalization ability
- knn
- neural network