Research on support vector regression in the stock market forecasting

Advances in Intelligent and Soft Computing

Volumn 148 AISC, Issue VOL. 1, 2012, Pages 607-612

  Cai, Chun ^a   Ma, Qinghua ^a   Lv, Shuqiang ^a  

^a BEIJING UNION UNIVERSITY   (China)

Author keywords

kernel function; parameter selection; support vector regression; time series

Indexed keywords

DIMENSIONAL SPACES; EMPIRICAL TEST; EQUITY INVESTMENT; FINANCIAL TIME SERIES; FORECASTING METHODS; HIGH DIMENSIONAL SPACES; HIGH NOISE; INPUT VECTOR; KERNEL FUNCTION; LINEAR PROBLEMS; NON-LINEARITY; NONLINEAR PROBLEMS; PARAMETER SELECTION; PREDICTION MODEL; STOCK MARKET; STOCK MARKET FORECASTING; STOCK MARKET INDEX; STRUCTURAL RISK MINIMIZATION; SUPPORT VECTOR REGRESSION (SVR);

COMMUNICATION; ELECTRONIC COMMERCE; FINANCIAL DATA PROCESSING; FORECASTING; REGRESSION ANALYSIS; TIME SERIES; VECTOR SPACES; VECTORS; WORLD WIDE WEB;

INVESTMENTS;

EID: 84864309568     PISSN: 18675662     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-642-28655-1_96     Document Type: Conference Paper

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