Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets
Recently, applying the novel data mining techniques for financial time-series forecasting has received much research attention. However, most researches are for the US and European markets, with only a few for Asian markets. This research applies Support-Vector Machines (SVMs) and Back Propagation (BP) neural networks for six Asian stock markets and our experimental results showed the superiority of both models, compared to the early researches.
Volume (Year): 1 (2006)
Issue (Month): 1 ()
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