A SVM stock selection model within PCA

Procedia Computer Science

Volumn 31, Issue , 2014, Pages 406-412

  Yu, Huanhuan ^a   Chen, Rongda ^a   Zhang, Guoping ^a  

^a ZHEJIANG UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Machine learning; Principal components analysis; Stock selection; Support vector machine

Indexed keywords

ARTIFICIAL INTELLIGENCE; CLASSIFICATION (OF INFORMATION); FINANCIAL MARKETS; LEARNING SYSTEMS; MACHINE COMPONENTS; SUPPORT VECTOR MACHINES;

FEATURE INFORMATION; MACHINE LEARNING METHODS; NONLINEAR CLASSIFICATION; PRINCIPAL COMPONENTS ANALYSIS; SHANGHAI STOCK EXCHANGES; STOCK SELECTIONS; SVM CLASSIFICATION; TRAINING ACCURACY;

PRINCIPAL COMPONENT ANALYSIS;

EID: 84902264873     PISSN: 18770509     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1016/j.procs.2014.05.284     Document Type: Conference Paper

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