Forecasting Stock Price by SVMs Regression.
Yukun BaoYansheng LuJinlong ZhangPublished in: AIMSA (2004)
Keyphrases
- stock price
- support vector
- exchange rate
- support vector regression
- financial time series
- technical indicators
- option pricing
- sparse kernel
- stock market
- classification and regression problems
- non stationary
- stock exchange
- historical data
- kernel function
- regression problems
- foreign exchange
- support vector machine svm
- financial data
- stock price prediction
- news articles
- short term
- knn
- support vector machine
- regression model
- financial markets
- stock returns
- model selection
- feature selection
- databases
- generalized regression neural network
- neural network
- machine learning
- stock data
- feature vectors
- standard svm
- long term
- supervised learning