Using Volume Weighted Support Vector Machines with walk forward testing and feature selection for the purpose of creating stock trading strategy

Expert Systems with Applications

Volumn 42, Issue 4, 2015, Pages 1797-1805

  Zbikowski, Kamil ^a  

^a WARSAW UNIVERSITY OF TECHNOLOGY   (Poland)

Author keywords

Stock trading; Support Vector Machines; Trend forecasting; Walk forward testing

Indexed keywords

ABILITY TESTING; COMMERCE; EARNINGS; FEATURE EXTRACTION;

DEDICATED SYSTEMS; MODIFIED SUPPORTS; STATISTICAL MEASURES; STOCK TRADING; TECHNICAL INDICATOR; TRADING STRATEGIES; TREND FORECASTING; WEIGHTED SUPPORT VECTOR MACHINE;

SUPPORT VECTOR MACHINES;

EID: 84910674216     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2014.10.001     Document Type: Article

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