Stock market prediction using evolutionary support vector machines: an application to the ASE20 index
作者： Andreas Karathanasopoulos , Konstantinos Athanasios Theofilatos , Georgios Sermpinis , Christian Dunis , Sovan Mitra
DOI: 10.1080/1351847X.2015.1040167
关键词: Support vector machine 、 Multilayer perceptron 、 Stock market index 、 Autoregressive–moving-average model 、 Autoregressive model 、 Data mining 、 Economics 、 Moving average 、 Stock market prediction 、 Buy and hold
摘要: … support vector machine (ESVM) stock predictor for modeling and trading the ASE20 Greek stock index extending the universe of … to optimize the SVM parameters and to find the optimal …
westminster.ac.uk参考文章(24)
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