Machine Learning for Market Prediction : Soft Margin Classifiers for Predicting the Sign of Return on Financial Assets

Machine Learning for Market Prediction : Soft Margin Classifiers for Predicting the Sign of Return on Financial Assets

Forecasting procedures have found applications in a wide variety of areas within finance and have further shown to be one of the most challenging areas of finance. Having an immense variety of economic data, stakeholders aim to understand the current and future state of the market. Since it is hard...

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Bibliographic Details
Main Authors: Abo Al Ahad, George, Salami, Abbas
Format: Others
Language:English
Published: Linköpings universitet, Produktionsekonomi 2018
Subjects:
Machine Learning
Finance
Financial Time Series
Support Vector Machines
Relevance Vector Machines
Multiple Kernel Learning
Simulated Annealing
SVM
RVM
MKL
SA
FSVM
TSVM
FTSVM
Other Engineering and Technologies not elsewhere specified
Övrig annan teknik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-151459

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:liu:diva-151459

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