Optimizing stock market price prediction using a hybrid approach based on HP filter and support vector regression.
Meryem OuahilalMohammed El MohajirMohamed ChahhouBadr Eddine El MohajirPublished in: CIST (2016)
Keyphrases
- stock market
- support vector regression
- financial time series
- stock price
- stock exchange
- short term
- forecasting accuracy
- regression model
- support vector
- stock trading
- trading rules
- hybrid model
- financial data
- financial news
- support vector machine svm
- kernel function
- support vector classification
- preprocessing step
- stock index futures
- support vector machine
- forecasting model
- prediction model
- autoregressive conditional heteroscedasticity
- financial markets
- chinese stock market
- stock returns
- garch model
- neural network
- long term
- stock data
- data mining