Detail publikace

Bounded SVM Strategy for Decision-Making in the Stock Market

BUDÍK, J. BĚLÍN, M.

Originální název

Bounded SVM Strategy for Decision-Making in the Stock Market

Typ

článek ve sborníku ve WoS nebo Scopus

Jazyk

angličtina

Originální abstrakt

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.

Klíčová slova

SVM, decision-making, stock, financial market.

Autoři

BUDÍK, J.; BĚLÍN, M.

Rok RIV

2015

Vydáno

7. 5. 2015

ISBN

978-0-9860419-4-5

Kniha

The 25th International Business Information Management Association Conference

Strany od

2615

Strany do

2621

Strany počet

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"
}