Feature selection for support vector machines in financial time series forecasting

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)

Volumn 1983, Issue , 2000, Pages 268-273

  Cao, L J ^a   Tay, Francis E H ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

[No Author keywords available]

Indexed keywords

DATA MINING; ENGINEERING EDUCATION; FINANCIAL DATA PROCESSING; INTELLIGENT AGENTS; SUPPORT VECTOR MACHINES;

FEATURE INPUT; FINANCIAL TIME SERIES FORECASTING; FUTURES CONTRACT; IMPORTANT FEATURES; PARTIAL DERIVATIVES; SALIENCY ANALYSIS; SUPPORT VECTOR MACHINE (SVMS);

FEATURE EXTRACTION;

EID: 84880017451     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/3-540-44491-2_38     Document Type: Conference Paper

References (10)

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