Forecasting stock market movement with SVM

Huang, W., Nakamori, Y., & Wang, S. (2005). Forecasting stock market movement direction with support vector machine. Computers and Operations Research, 32, 2513–2522. https://doi.org/10.1016/j.cor.2004.03.016

SVMs are used because:

Experiment

where $S_{t-1}$ is the log difference between the values at $t-1$ and $t$

Results


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