Dynamically exploring internal mechanism of stock market by fuzzy-based support vector machines with high dimension input space and genetic algorithm.
Deng-Yiv ChiuPing-Jie ChenPublished in: Expert Syst. Appl. (2009)
Keyphrases
- input space
- high dimension
- stock market
- fuzzy logic
- feature space
- kernel function
- short term
- input data
- training set
- high dimensional
- stock price
- dimensionality reduction
- high dimensional data
- stock exchange
- stock index futures
- data points
- financial markets
- k nearest neighbor
- garch model
- class labels
- low dimensional
- output space
- real valued
- knn
- long term
- neural network
- fuzzy rules
- image data
- active learning
- feature extraction
- feature selection