Forecasting stock market movement direction with support vector machine

Computers & Operations Research - Tập 32 - Trang 2513-2522 - 2005
Wei Huang1,2, Yoshiteru Nakamori1, Shou-Yang Wang2
1School of Knowledge Science, Japan Advanced Institute of Science and Technology, 1-1, Asahidai, Tatsunokuchi, Ishikawa 923-1292, Japan
2Institute of Systems Science, Academy of Mathematics and Systems Sciences, Chinese Academy of Sciences, Beijing 100080, China

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