Forecasting Direction of the S&P500 Movement Using Wavelet Transform and Support Vector Machines.
Salim LahmiriPublished in: Int. J. Strateg. Decis. Sci. (2013)
Keyphrases
- wavelet transform
- support vector
- learning machines
- large margin classifiers
- financial time series
- support vector regression
- multiresolution
- image coding
- wavelet coefficients
- image compression
- kernel function
- multiscale
- short term
- feature extraction
- logistic regression
- wavelet domain
- low frequency
- stock market
- subband
- high frequency
- kernel methods
- generalization ability
- classification accuracy
- cross validation
- loss function
- image fusion algorithm
- multi resolution analysis
- wavelet filters
- wavelet analysis
- maximum margin
- support vector machine
- multi class
- translation invariant
- stock price
- multiresolution analysis
- multiresolution representation
- forecasting accuracy
- wavelet bases
- feature selection
- long term
- haar wavelet
- frequency domain