IEEE - Institute of Electrical and Electronics Engineers, Inc. - Forecasting stock price using Nonlinear independent component analysis and support vector regression

2009 IEEE International Conference on Industrial Engineering and Engineering Management (IEEM)

Author(s): Chi-Jie Lu ; Jui-Yu Wu ; Cheng-Ruei Fan ; Chih-Chou Chiu
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 December 2009
Conference Location: Hong Kong, China, China
Conference Date: 8 December 2009
Page(s): 2,370 - 2,374
ISBN (CD): 978-1-4244-4870-8
ISBN (Paper): 978-1-4244-4869-2
DOI: 10.1109/IEEM.2009.5372995
Regular:

In developing a stock price forecasting model, the first step is usually feature extraction. Nonlinear independent component analysis (NLICA) is a novel feature extraction technique to find... View More

Advertisement