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A real time clustering and SVM based price-volatility prediction for optimal trading strategy
16 references·7 citing·34 second hop
A real time clustering and SVM based price-volatility prediction for optimal trading strategy (2013)A real time clustering and SVM based pric…A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting (2012)A hybrid approach by integrat…Stock index forecasting based on a hybrid model (2011)Stock index forecasting based…Clustering Indian stock market data for portfolio management (2010)Clustering Indian stock marke…A multiple-kernel support vector regression approach for stock market price forecasting (2010)A multiple-kernel support vec…A two-stage architecture for stock price forecasting by integrating self-organizing map and support vector regression (2008)A two-stage architecture for …Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest (2006)Forecasting Stock Index Movem…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index (2002)Application of neural network…Financial volatility trading using recurrent neural networks (2001)Financial volatility trading …Application of support vector machines in financial time series forecasting (2001)Application of support vector…Generalized autoregressive conditional heteroskedasticity (1986)Generalized autoregressive co…Time Series Analysis: Forecasting and Control (1977)Time Series Analysis: Forecas…Time Series Analysis, Forecasting and Control. (1971)Time Series Analysis, Forecas…PORTFOLIO SELECTION* (1952)PORTFOLIO SELECTION*Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions (2025)Major Issues in High-Frequenc…Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model (2023)Forecasting global stock mark…Stock trading rule discovery with double deep Q-network (2021)Stock trading rule discovery …Portfolio optimization based on network topology (2018)Portfolio optimization based …Self-Evolving Trading Strategy Integrating Internet of Things and Big Data (2017)Self-Evolving Trading Strateg…Dynamic Portfolio Strategy Using Clustering Approach (2017)Dynamic Portfolio Strategy Us…Using mixture design and neural networks to build stock selection decision support systems (2015)Using mixture design and neur…Time Series Analysis: Forecasting and Control (1977)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Forecasting with artificial neural networks: (1998)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)The Cross-Section of Expected Stock Returns (1992)A deep learning framework for financial time series using stacked autoencoders and long-short term memory (2017)Time Series Analysis Forecasting and Control. 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(2007)The relationship between corporate social responsibility and shareholder value: an empirical test of the risk management hypothesis (2008)
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References

  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1977Time Series Analysis: Forecasting and Control19,200 cited
  • 1952PORTFOLIO SELECTION*13,480 cited
  • 1971Time Series Analysis, Forecasting and Control.2,771 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
  • 2002Application of neural networks to an emerging financial market: forecasting and trading the Taiwan Stock Index527 cited
  • 2011Stock index forecasting based on a hybrid model377 cited
  • 2010A multiple-kernel support vector regression approach for stock market price forecasting255 cited
  • 2006Forecasting Stock Index Movement: A Comparison of Support Vector Machines and Random Forest244 cited
  • 2010Clustering Indian stock market data for portfolio management230 cited
  • 2012A hybrid approach by integrating wavelet-based feature extraction with MARS and SVR for stock index forecasting157 cited
  • 2008

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A two-stage architecture for stock price forecasting by integrating self-organizing map and support vector regression
140 cited
  • 2001Financial volatility trading using recurrent neural networks122 cited
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    • 2015Using mixture design and neural networks to build stock selection decision support systems47 cited
    • 2017Self-Evolving Trading Strategy Integrating Internet of Things and Big Data42 cited
    • 2023Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model31 cited
    • 2025Major Issues in High-Frequency Financial Data Analysis: A Survey of Solutions28 cited