Short term forecasting with support vector machines and application to stock price prediction

DOI10.1080/03081070601068595zbMath1153.91789OpenAlexW2036927554MaRDI QIDQ3549307

Theodore B. Trafalis, Huseyin Ince

Publication date: 22 December 2008

Published in: International Journal of General Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03081070601068595

zbMATH Keywords

predictionmultilayer perceptronfinancial time seriessupport vector regressiontechnical indicators

Mathematics Subject Classification ID

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Cites Work

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• Market efficiency and the returns to simple technical trading rules: New evidence from U.S. equity market and Chinese equity markets
• Modified support vector machines in financial time series forecasting
• A case study on using neural networks to perform technical forecasting of forex
• 10.1162/15324430152733142

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