Integrating multiple feature extraction of SVR for TAIEX forecasting
碩士 === 國立臺灣科技大學 === 資訊工程系 === 101 === The financial time series include high-frequency, non-stationary, deterministically chaotic and contains a lot of inherently noise. Simply use only the original stock price data failed to provide satisfactory prediction of performance. Therefore, this paper usin...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/75059314947948680867 |