MEASUREMENT OF SUPPORT VECTOR REGRESSION PERFORMANCE WITH CLUSTER ANALYSIS FOR STOCK PRICE MODELING

Risk-averse investors will seek out stock investments with the minimum risk. One step that can be taken is to develop a model of stock prices and predict their fluctuations in the coming months. Significant studies on the modeling of stock movements have used the ARCH/GARCH method, but this method r...

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Bibliographic Details
Main Authors: Izza Dinikal Arsy, Dedi Rosadi
Format: Article
Language:English
Published: Universitas Diponegoro 2023-04-01
Series:Media Statistika
Subjects:
Online Access:https://ejournal.undip.ac.id/index.php/media_statistika/article/view/32637