A Stock Market Prediction Method Based on Support Vector Machines (SVM) and Independent Component Analysis (ICA)

The research presented in this work focuses on financial time series prediction problem. The integrated prediction model based on support vector machines (SVM) with independent component analysis (ICA) (called SVM-ICA) is proposed for stock market prediction. The presented approach first uses ICA te...

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Bibliographic Details
Main Author: Hakob GRIGORYAN
Format: Article
Language:English
Published: Bucharest University of Economic Studies 2016-08-01
Series:Database Systems Journal
Subjects:
Online Access:http://www.dbjournal.ro/archive/23/23_2.pdf