Incorporating feature selection method into support vector regression for stock index forecasting

Abstract

Stock index forecasting is one of the most difficult tasks that financial organizations, firms and private investors have to face. Support vector regression (SVR) has become a popular alternative in stock index forecasting tasks due to its generalization capability in obtaining a unique solution. However, the major limitation of SVR is that it cannot… (More)
DOI: 10.1007/s00521-012-1104-1

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