A real time clustering and SVM based price-volatility prediction for optimal trading strategy

Neurocomputing - Tập 131 - Trang 419-426 - 2014
Subhabrata Choudhury1, Subhajyoti Ghosh2, Arnab Bhattacharya3, Kiran Jude Fernandes4, Manoj Kumar Tiwari5
1Department of Metallurgical & Materials Engineering, Indian Institute of Technology Kharagpur, Kharagpur, 721302, India
2Department of Ocean Engineering and Naval Architecture, Indian Institute of Technology Kharagpur, Kharagpur 721302, India
3University of Pittsburgh, Pittsburgh, PA 15213, United States
4Department of Management, Durham University Business School, Mill Hill Lane, Durham University, Durham DH1 3LB, United Kingdom
5Department of Industrial Engineering and Management, Indian Institute of Technology, Kharagpur 721302, India

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