Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine.
Muhammad AliDost Muhammad KhanMuhammad AamirAmjad AliZubair AhmadPublished in: Complex. (2021)
Keyphrases
- using artificial neural networks
- financial time series
- support vector machine
- stock market
- financial time series forecasting
- artificial neural networks
- non stationary
- financial data
- turning points
- stock exchange
- support vector
- feature selection
- stock returns
- multi class
- stock price
- exchange rate
- support vector regression
- neural network model
- feature vectors
- multivariate time series
- support vector machine svm
- friction coefficient
- finite element analysis
- training data
- short term
- knn
- cost sensitive
- training set
- face recognition
- genetic algorithm