Financial Time Series Forecasting Using Support Vector Machine.
Bin GuiXianghe WeiQiong ShenJingshan QiLiqiang GuoPublished in: CIS (2014)
Keyphrases
- financial time series forecasting
- support vector machine
- support vector regression
- financial time series
- multi class
- svm classifier
- support vector
- machine learning
- support vector machine svm
- kernel function
- feature selection
- training data
- k nearest neighbor
- long term
- feature vectors
- stock market
- feature space
- dimensionality reduction
- non stationary
- feature extraction