Stock Market Simulation Using Support Vector Machines

DOI10.1002/for.2302zbMath1397.68157OpenAlexW2138434827MaRDI QIDQ4687524

David de la Fuente, Javier Giner, Rafael Rosillo

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/for.2302

zbMATH Keywords

GARCH modelsimulated marketsmoving average convergence divergencerelative strength indexweekly change movement

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Auctions, bargaining, bidding and selling, and other market models (91B26)

Related Items (2)

Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities ⋮ European exchange trading funds trading with locally weighted support vector regression

Uses Software

• Matlab

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