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