Publication detail

Bounded SVM Strategy for Decision-Making in the Stock Market

BUDÍK, J. BĚLÍN, M.

Original Title

Bounded SVM Strategy for Decision-Making in the Stock Market

Type

conference paper

Language

English

Original Abstract

The main aim of this paper is focused on the possibility of using SVM regression model as a decision making tool.This model is used for financial markets prediction (generating buy and sell trading orders), especially for U.S.stocks and ETFs (AAPL, IBM, SPY, GLD, SLV, OIL, XIV). This portfolio of U.S. stocks and ETFs is used for scientific research and for testing in real market, too.

Keywords

SVM, decision-making, stock, financial market.

Authors

BUDÍK, J.; BĚLÍN, M.

RIV year

2015

Released

7. 5. 2015

ISBN

978-0-9860419-4-5

Book

The 25th International Business Information Management Association Conference

Pages from

2615

Pages to

2621

Pages count

3397

BibTex

@inproceedings{BUT114972,
  author="Jan {Budík} and Matěj {Bělín}",
  title="Bounded SVM Strategy for Decision-Making in the Stock Market",
  booktitle="The 25th International Business Information Management Association Conference",
  year="2015",
  pages="2615--2621",
  isbn="978-0-9860419-4-5"
}