Time Series Forecasting with Volume Weighted Support Vector Machines

Communications in Computer and Information Science

Volumn 424, Issue , 2014, Pages 250-258

  Zbikowski, Kamil ^a  

^a WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

investment strategies backtesting; stock trading; Support Vector Machines; time series

Indexed keywords

ARTIFICIAL INTELLIGENCE; COMMERCE; FINANCIAL DATA PROCESSING; FORECASTING; LEARNING ALGORITHMS; NETWORK ARCHITECTURE; TIME SERIES;

ACCURATE PREDICTION; FINANCIAL TIME SERIES; INVESTMENT STRATEGY; PENALTY FUNCTION; STOCK TRADING; SUPPORT VECTOR MACHINE CLASSIFIERS; TIME SERIES FORECASTING; WEIGHTED SUPPORT VECTOR MACHINE;

SUPPORT VECTOR MACHINES;

EID: 84903483292     PISSN: 18650929     EISSN: None     Source Type: Book Series    
DOI: 10.1007/978-3-319-06932-6_24     Document Type: Conference Paper

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