Forecasting stock market movement direction with support vector machine
Forecasting stock market movement direction with support vector machine
Wei Huang,Y. Nakamori,Shouyang Wang
2005 · DOI: 10.1016/j.cor.2004.03.016
Computers & Operations Research · 1,092 Citations
TLDR
This paper investigates the predictability of financial movement direction with SVM by forecasting the weekly movement direction of NIKKEI 225 index and proposes a combining model by integrating SVM with the other classification methods.