A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting.
Ling-Jing KaoChih-Chou ChiuChi-Jie LuChih-Hsiang ChangPublished in: Decis. Support Syst. (2013)
Keyphrases
- stock index
- feature extraction
- empirical analysis
- support vector regression
- stock market
- garch model
- financial markets
- stock exchange
- stock index futures
- wavelet transform
- trading systems
- support vector machine svm
- stock price
- portfolio management
- forecasting model
- multiresolution
- support vector machine
- theoretical analysis
- short term
- feature vectors
- financial time series
- regression model
- face recognition
- image processing
- portfolio selection
- financial data
- dimensionality reduction
- discriminant analysis
- dimension reduction
- feature space
- decision making
- portfolio optimization
- support vector
- frequency domain
- kernel function
- multivariate time series
- image compression
- principal component analysis
- risk management
- long term