An enhanced LGSA-SVM for S&P 500 index forecast.
Jinxin WangWei ShangZhengyang LiuShouyang WangPublished in: IEEE BigData (2017)
Keyphrases
- classification algorithm
- support vector machine
- knn
- stock index
- k nearest neighbor
- stock market
- garch model
- market prices
- support vector machine svm
- database
- short term
- feature selection
- training data
- multi class
- early warning
- support vector
- neural network
- inverted index
- ls svm
- index structure
- stock exchange
- wavelet support vector machine
- hyperplane
- b tree
- svm classifier
- kernel function
- nearest neighbor
- data structure
- machine learning
- data sets