An Adaptive SVR for High-Frequency Stock Price Forecasting

In order to mitigate investments, stock price forecasting has attracted more attention in recent years. Aiming at the discreteness, non-normality, high-noise in high-frequency data, a support vector machine regression (SVR) algorithm is introduced in this paper. However, the characteristics in diffe...

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Bibliographic Details
Main Authors: Yanhui Guo, Siming Han, Chuanhe Shen, Ying Li, Xijie Yin, Yu Bai
Format: Article
Language:English
Published: IEEE 2018-01-01
Series:IEEE Access
Subjects:
Online Access:https://ieeexplore.ieee.org/document/8310891/