Matches in SemOpenAlex for { <https://semopenalex.org/work/W2048658841> ?p ?o ?g. }
Showing items 1 to 96 of
96
with 100 items per page.
- W2048658841 endingPage "874" @default.
- W2048658841 startingPage "869" @default.
- W2048658841 abstract "Due to the complexity of financial market, it is a challenging task to forecast the direction of stock index movement. An accurate prediction of stock index movement may not only provide reference value for the investors to make effective strategy, but also for policy maker to monitor stock market, especially in the emerging market, such as China. In this paper, we investigate the predictability of Least Square Support Vector Machine (LSSVM) by predicting the daily movement direction of China Security Index 300 (CSI 300). For comparing purpose, another artificial intelligence (AI) model, Probabilistic Neural Network (PNN) and two Discriminant Analysis models are performed. Ten technical indicators are selected as input variables of the models. Experimental results reveal that LSSVM method is very promising for directional forecasting for that it outperforms PNN, Linear Discriminant Analysis (LDA), Quadratic Discriminant Analysis (QDA) in both training accuracy and testing accuracy." @default.
- W2048658841 created "2016-06-24" @default.
- W2048658841 creator A5006901857 @default.
- W2048658841 creator A5091890947 @default.
- W2048658841 date "2014-01-01" @default.
- W2048658841 modified "2023-10-16" @default.
- W2048658841 title "Forecasting Direction of China Security Index 300 Movement with Least Squares Support Vector Machine" @default.
- W2048658841 cites W1596717185 @default.
- W2048658841 cites W1964168965 @default.
- W2048658841 cites W1975145209 @default.
- W2048658841 cites W1978775764 @default.
- W2048658841 cites W1980836123 @default.
- W2048658841 cites W1988518729 @default.
- W2048658841 cites W1991155410 @default.
- W2048658841 cites W1995789178 @default.
- W2048658841 cites W2012079387 @default.
- W2048658841 cites W2024804972 @default.
- W2048658841 cites W2032170121 @default.
- W2048658841 cites W2045001586 @default.
- W2048658841 cites W2053615983 @default.
- W2048658841 cites W2084413241 @default.
- W2048658841 cites W2144217557 @default.
- W2048658841 cites W2158994553 @default.
- W2048658841 cites W3124185353 @default.
- W2048658841 cites W3125462345 @default.
- W2048658841 cites W4230674625 @default.
- W2048658841 doi "https://doi.org/10.1016/j.procs.2014.05.338" @default.
- W2048658841 hasPublicationYear "2014" @default.
- W2048658841 type Work @default.
- W2048658841 sameAs 2048658841 @default.
- W2048658841 citedByCount "16" @default.
- W2048658841 countsByYear W20486588412015 @default.
- W2048658841 countsByYear W20486588412016 @default.
- W2048658841 countsByYear W20486588412018 @default.
- W2048658841 countsByYear W20486588412020 @default.
- W2048658841 countsByYear W20486588412021 @default.
- W2048658841 countsByYear W20486588412022 @default.
- W2048658841 countsByYear W20486588412023 @default.
- W2048658841 crossrefType "journal-article" @default.
- W2048658841 hasAuthorship W2048658841A5006901857 @default.
- W2048658841 hasAuthorship W2048658841A5091890947 @default.
- W2048658841 hasBestOaLocation W20486588411 @default.
- W2048658841 hasConcept C105795698 @default.
- W2048658841 hasConcept C119857082 @default.
- W2048658841 hasConcept C12267149 @default.
- W2048658841 hasConcept C124101348 @default.
- W2048658841 hasConcept C136764020 @default.
- W2048658841 hasConcept C151730666 @default.
- W2048658841 hasConcept C154945302 @default.
- W2048658841 hasConcept C197640229 @default.
- W2048658841 hasConcept C2777382242 @default.
- W2048658841 hasConcept C2780299701 @default.
- W2048658841 hasConcept C2780762169 @default.
- W2048658841 hasConcept C33923547 @default.
- W2048658841 hasConcept C41008148 @default.
- W2048658841 hasConcept C50644808 @default.
- W2048658841 hasConcept C52620605 @default.
- W2048658841 hasConcept C69738355 @default.
- W2048658841 hasConcept C86803240 @default.
- W2048658841 hasConceptScore W2048658841C105795698 @default.
- W2048658841 hasConceptScore W2048658841C119857082 @default.
- W2048658841 hasConceptScore W2048658841C12267149 @default.
- W2048658841 hasConceptScore W2048658841C124101348 @default.
- W2048658841 hasConceptScore W2048658841C136764020 @default.
- W2048658841 hasConceptScore W2048658841C151730666 @default.
- W2048658841 hasConceptScore W2048658841C154945302 @default.
- W2048658841 hasConceptScore W2048658841C197640229 @default.
- W2048658841 hasConceptScore W2048658841C2777382242 @default.
- W2048658841 hasConceptScore W2048658841C2780299701 @default.
- W2048658841 hasConceptScore W2048658841C2780762169 @default.
- W2048658841 hasConceptScore W2048658841C33923547 @default.
- W2048658841 hasConceptScore W2048658841C41008148 @default.
- W2048658841 hasConceptScore W2048658841C50644808 @default.
- W2048658841 hasConceptScore W2048658841C52620605 @default.
- W2048658841 hasConceptScore W2048658841C69738355 @default.
- W2048658841 hasConceptScore W2048658841C86803240 @default.
- W2048658841 hasLocation W20486588411 @default.
- W2048658841 hasOpenAccess W2048658841 @default.
- W2048658841 hasPrimaryLocation W20486588411 @default.
- W2048658841 hasRelatedWork W1485231155 @default.
- W2048658841 hasRelatedWork W1552936801 @default.
- W2048658841 hasRelatedWork W1996541855 @default.
- W2048658841 hasRelatedWork W2094304374 @default.
- W2048658841 hasRelatedWork W2101819884 @default.
- W2048658841 hasRelatedWork W3002504458 @default.
- W2048658841 hasRelatedWork W3158780776 @default.
- W2048658841 hasRelatedWork W3170073654 @default.
- W2048658841 hasRelatedWork W3195168932 @default.
- W2048658841 hasRelatedWork W4221088574 @default.
- W2048658841 hasVolume "31" @default.
- W2048658841 isParatext "false" @default.
- W2048658841 isRetracted "false" @default.
- W2048658841 magId "2048658841" @default.
- W2048658841 workType "article" @default.