Wavelet-Based Relevance Vector Machines for Stock Index Forecasting.
Shian-Chang HuangTung-Kuang WuPublished in: IJCNN (2006)
Keyphrases
- stock index
- relevance vector machines
- stock market
- empirical analysis
- financial markets
- garch model
- stock exchange
- portfolio management
- stock index futures
- trading systems
- stock price
- multiresolution
- learning machines
- wavelet transform
- empirical studies
- short term
- policy search
- theoretical analysis
- financial time series
- wavelet domain
- image compression
- financial data
- portfolio selection
- multivariate time series
- decision making
- non stationary
- wavelet coefficients
- model selection
- long term
- support vector
- objective function