Dynamically exploring internal mechanism of stock market by fuzzy-based support vector machines with high dimension input space and genetic algorithm

Expert Systems with Applications

Volumn 36, Issue 2 PART 1, 2009, Pages 1240-1248

  Chiu, Deng Yiv ^a   Chen, Ping Jie ^a  

^a CHUNG HUA UNIVERSITY   (Taiwan)

Author keywords

Fuzzy; Genetic algorithm; Stock market dynamism; Support vector machine

Indexed keywords

COMMERCE; FINANCIAL MARKETS; GENETIC ALGORITHMS; SUPPORT VECTOR MACHINES; VECTOR SPACES;

DYNAMIC FUZZY MODELING; EXPERIMENT METHODS; FUZZY; HIGH DIMENSIONS; INTEGRATED MODELING; MACROECONOMIC VARIABLES; STOCK MARKET DYNAMISM; TECHNICAL INDICATOR;

ELECTRONIC TRADING;

EID: 56349084789     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2007.11.022     Document Type: Article

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