A machine learning approach in financial markets

A machine learning approach in financial markets

In this work we compare the prediction performance of three optimized technical indicators with a Support Vector Machine Neural Network. For the indicator part we picked the common used indicators: Relative Strength Index, Moving Average Convergence Divergence and Stochastic Oscillator. For the Supp...

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Bibliographic Details
Main Author: Ewö, Christian
Format: Others
Language:English
Published: Blekinge Tekniska Högskola, Institutionen för programvaruteknik och datavetenskap 2003
Subjects:
Financial time series
indicator optimization
support vector machines
prediction
Computer Sciences
Datavetenskap (datalogi)
Probability Theory and Statistics
Sannolikhetsteori och statistik
Software Engineering
Programvaruteknik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:bth-5571

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:bth-5571

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