Combining wavelet-based feature extractions with relevance vector machines for stock index forecasting.
Shian-Chang HuangTung-Kuang WuPublished in: Expert Syst. J. Knowl. Eng. (2008)
Keyphrases
- stock index
- relevance vector machines
- stock market
- garch model
- empirical analysis
- stock exchange
- stock index futures
- portfolio management
- short term
- stock price
- multiresolution
- trading systems
- wavelet transform
- financial time series
- multivariate time series
- long term
- feature vectors
- learning machines
- prediction model
- wavelet domain
- policy search
- image compression