Stock market simulation using support vector machines

DOI10.1002/FOR.2302MaRDI QIDQ4687524zbMATH OpenOpenAlexFDO

Authors Rafael Rosillo, Javier Giner, David de la Fuente

Publication date 12 October 2018

Published in Journal of Forecasting (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/for.2302

zbMATH Keywords

GARCH modelmoving average convergence divergencerelative strength indexsimulated marketsweekly change movement

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Learning and adaptive systems in artificial intelligence (68T05) Auctions, bargaining, bidding and selling, and other market models (91B26)

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Cited in

(2)

• European exchange trading funds trading with locally weighted support vector regression
• Krill-Herd Support Vector Regression and heterogeneous autoregressive leverage: evidence from forecasting and trading commodities

Describes a project that uses

Uses Software

• Matlab

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