Associating stock prices with web financial information time series based on support vector regression

Neurocomputing

Volumn 115, Issue , 2013, Pages 142-149

  Liang, Xun ^a,b   Chen, Rong Chang ^c   He, Yangbo ^b   Chen, Ying ^b  

^a RENMIN UNIVERSITY OF CHINA   (China)

^b PEKING UNIVERSITY   (China)

^c NATIONAL TAICHUNG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Taiwan)

Author keywords

Stock price time series; Support vector regression; Web financial information time series

Indexed keywords

FINANCIAL INFORMATION; FINANCIAL TIME SERIES; NATURAL LANGUAGE PROCESSING; PORTFOLIO MANAGERS; SHENZHEN SECURITY MARKET; STOCK PRICE; STOCK PRICE VOLATILITIES; SUPPORT VECTOR REGRESSION (SVR);

COMMERCE; COMPUTER AIDED ANALYSIS; FINANCE; FINANCIAL DATA PROCESSING; NATURAL LANGUAGE PROCESSING SYSTEMS; PROFITABILITY; REGRESSION ANALYSIS; RESEARCH; TIME SERIES;

WORLD WIDE WEB;

ACCURACY; ARTICLE; COMPUTER; FINANCIAL INFORMATION SYSTEM; INTERNET; NATURAL LANGUAGE PROCESSING; PRIORITY JOURNAL; PUBLICATION; SUPPORT VECTOR MACHINE; TELECOMMUNICATION; TELEVISION;

EID: 84878110687     PISSN: 09252312     EISSN: 18728286     Source Type: Journal    
DOI: 10.1016/j.neucom.2013.01.011     Document Type: Article

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