A novel framework for stock trading signals forecasting

DOI10.1007/S00500-019-04650-8zbMath1491.91128OpenAlexW3003986983MaRDI QIDQ2156494

Yijie Hao, Yingjun Chen

Publication date: 18 July 2022

Published in: Soft Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00500-019-04650-8

zbMATH Keywords

information gainfeature weighted SVM (FW-WSVM)piecewise linear representation (PLR)stock trading decision

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Financial markets (91G15)

Related Items (1)

Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression

Cites Work

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• Multigranulation vague rough set over two universes and its application to group decision making
• A multicriteria DSS for stock evaluation using fundamental analysis
• A Bayesian dynamic stochastic general equilibrium model of stock market bubbles and business cycles

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