An Adaptive SVR for High-Frequency Stock Price Forecasting

Stock Price Forecasting

The especial importance of capital market in countries is undeniable in economic development via effective capital conduct and optimum resources allocation. Investment in capital market requires decision making in new stock exchanges, and   accessing information in the case of future status of capital market. Undoubtedly, nowadays most part of capital is exchanged via stock exchange all around ...

Stock Price Forecasting with an Hybrid Model

Prediction of market prices is an important and well-researched problem. While traditional techniques have yielded good results, rooms for improvement still exists, especially in the ability to explain sudden changes in behavior, as a response to shocks. Nonlinear systems have been successfully used to describe phase transitions in deterministic chaotic systems, so the combination of the expres...

Artificial Neural Networks for Forecasting Stock Price ]

Statistical arbitrage strategies have always been popular since the advent of algorithmic trading. In particular, Exchange traded fund (E.T.F.) arbitrage has attracted much attention. Trading houses have tried to replicate ETF arbitrage to other stocks. Thus, the objective is to be able to develop a long term pricing relationship between stocks and profit from their divergence from this relatio...

Master Thesis PCA - Fuzzy - SVR Stock Price Prediction

This study provides a principal component analysis-fuzzy-support vector regression model for stock price prediction. Stocks with similar historical trends are selected using principal component analysis. Fuzzy information granulation is performed to construct a probability density for stock prices. Support vector regression is implemented to generate a regression function for future price predi...

Tehran Stock Price Modeling and Forecasting Using Support Vector Regression (SVR) and Its Comparison with the Classic Model ARIMA