Hybrid support vector machine rule extraction method for discovering the preferences of stock market investors: Evidence from Montenegro.
Ljiljana KascelanVladimir KascelanMiomir JovanovicPublished in: Intell. Autom. Soft Comput. (2015)
Keyphrases
- stock market
- support vector machine
- short term
- stock exchange
- financial time series
- stock price
- financial markets
- listed companies
- trading rules
- financial data
- feature vectors
- financial news
- stock data
- portfolio optimization
- market prices
- stock trading
- stock returns
- machine learning
- kernel function
- support vector machine svm
- garch model
- feature space
- support vector
- feature selection
- chinese stock market
- stock index futures
- neural network
- multiple objectives
- decision support system
- long term
- training data
- decision making
- stock market data