Financial time series forecasting using support vector machines
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Summary
The experimental results show that SVM provides a promising alternative to stock market prediction and the feasibility of applying SVM in financial forecasting is examined by comparing it with back-propagation neural networks and case-based reasoning.
- Type
- article
- Published
- 2003-09-01
- Cited by
- 1,752
- References
- 18
- OpenAlex
- https://openalex.org/W2012079387
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:12324268
Keywords
Support vector machine, Structural risk minimization, Computer science, Artificial neural network, Stock market index
References
- Application of support vector machines in !nancial time series forecasting
- Chaos & nonlinear dynamics in the financial markets : theory, evidence and applications
- Investor's guide to technical analysis : prediction price action in the markets
- FORECASTING WITH ARTIFICIAL NEURAL NETWORKS: THE STATE OF THE ART
- Nonlinear prediction of chaotic time series using support vector machines
- Technical Analysis of the Futures Markets: A Comprehensive Guide to Trading Methods and Applications
- Forecasting S&P 500 stock index futures with a hybrid AI system
- Stock market prediction system with modular neural networks
- Trading Equity Index Futures With a Neural Network
- Improving returns on stock investment through neural network selection
- Testability of the arbitrage pricing theory by neural network
- Stock Price Prediction Using Prior Knowledge and Neural Networks
- Genetic algorithms approach to feature discretization in artificial neural networks for the prediction of stock price index
- Stock price pattern recognition-a recurrent neural network approach
- Support vector machines for spam categorization
- Statistical Learning Theory
- Technical Analysis from A to Z
- Technical Analysis of the Futures Markets: A Comprehensive Guide to Trading Methods and Applications
- Data Mining: Practical Machine Learning Tools and Techniques
- Technical analysis a to z
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- Predicting body and carcass characteristics of 2 broiler chicken strains using support vector regression and neural network models.
- Nonlinear Prediction of The Standard & Poor's 500 and The Hang Seng Index under A Dynamic Increasing Sample
- A Comparison of PNN and SVM for Stock Market Trend Prediction using Economic and Technical Information
- A SVM Approach in Forecasting the Moving Direction of Chinese Stock Indices
- Time-Series Forecast with Adaptive Feedback Controlled Predictor
- Intelligent Walking of Humanoid Robot for Stable Walking on a Decent
- My PhD thesis : Study on slurry flow modelling in pipeline
- A Survey of Systems for Predicting Stock Market Movements, Combining Market Indicators and Machine Learning Classifiers
- Agents in the market place an exploratory study on using intelligent agents to trade financial instruments
- Forecasting Stock Time-Series using Data Approximation and Pattern Sequence Similarity
- Cost-Sensitive Analysis in Multiple Time Series Prediction
- Comparing Performance Results using NEWFM and Statistical Method
- Extracting Factors Positively Correlated with Stock Returns from Economic Time-series Data
- Energy consumption forecasting in process industry using support vector machines and particle swarm optimization
- Hybrid Forecasting of Exchange Rate by Using Chaos Wavelet SVM-Markov Model and Grey Relation Degree
- Machine learning for financial market prediction
- A Hybrid Machine Learning System for Stock Market Forecasting
- Analyser for technical analysis indicators using historical intraday values
- Segment-based SVMs for Time Series Analysis
- Integrated smoothed location model and data reduction approaches for multi variables classification
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