Kernel principal component analysis and support vector machines for stock price prediction

IIE Transactions (Institute of Industrial Engineers)

Volumn 39, Issue 6, 2007, Pages 629-637

  Ince, Huseyin ^a   Trafalis, Theodore B ^b  

^a GEBZE TECHNICAL UNIVERSITY   (Turkey)

^b University of Oklahoma   (United States)

Author keywords

Financial time series; Forecasting; Kernel principal component analysis; Support vector regression

Indexed keywords

DATA MINING; FORECASTING; HEURISTIC METHODS; MULTILAYER NEURAL NETWORKS; PRINCIPAL COMPONENT ANALYSIS; REGRESSION ANALYSIS; SUPPORT VECTOR MACHINES; TIME SERIES ANALYSIS;

FACTOR ANALYSIS; FINANCIAL TIME SERIES; KERNEL PRINCIPAL COMPONENT ANALYSIS; STOCK PRICE;

FINANCIAL DATA PROCESSING;

EID: 33947678171     PISSN: 0740817X     EISSN: 15458830     Source Type: Journal    
DOI: 10.1080/07408170600897486     Document Type: Article

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