A new approach of integrating piecewise linear representation and weighted support vector machine for forecasting stock turning points.
Huimin TangPeiwu DongYong ShiPublished in: Appl. Soft Comput. (2019)
Keyphrases
- piecewise linear
- turning points
- support vector machine
- financial time series
- stock market
- hyperplane
- dynamic programming
- chaotic map
- finite sets
- stock price
- arma model
- support vector regression
- stock market prediction
- principal curves
- short term
- svm classifier
- k nearest neighbor
- regression algorithm
- feature space
- machine learning
- convex hull
- nearest neighbor
- pattern recognition
- video sequences