Using support vector machine with a hybrid feature selection method to the stock trend prediction

The Nature of Statistical Learning Theory

Vapnik, V. N. (1995) · doi:10.1007/978-1-4757-2440-0 · Cited by 39,138

Wrappers for feature subset selection

Kohavi, R., & John, G. H. (1997) · Artificial Intelligence · doi:10.1016/s0004-3702(97)00043-x · Cited by 9,096

A Practical Guide to Support Vector Classication

Hsu, C., Chang, C.-C., & Lin, C. (2008) · Cited by 5,056

An Introduction to Support Vector Machines

Cristianini, N., & Shawe-Taylor, J. S. (2000) · ePrints Soton (University of Southampton) · Cited by 4,115

Feature selection for high-dimensional data: a fast correlation-based filter solution

Yu, L., & Liu, H. (2003) · Cited by 2,305

Financial time series forecasting using support vector machines

Kim, K.-J. (2003) · Neurocomputing · doi:10.1016/s0925-2312(03)00372-2 · Cited by 1,734

Correlation-based Feature Selection for Discrete and Numeric Class Machine Learning

Hall, M. A. (2000) · Cited by 1,713

Interpreting neural-network connection weights

Garson, G. D. (1991) · AI Expert archive · doi:10.5555/129449.129452 · Cited by 1,498

Application of support vector machines in financial time series forecasting

Tay, F. E. H., & Cao, L. (2001) · Omega · doi:10.1016/s0305-0483(01)00026-3 · Cited by 1,274

Efficient Analytic Approximation of American Option Values

Barone‐Adesi, G., & Whaley, R. E. (1987) · The Journal of Finance · doi:10.1111/j.1540-6261.1987.tb02569.x · Cited by 1,130

Combining SVMs with Various Feature Selection Strategies

Chen, Y., & Lin, C. (2008) · Studies in fuzziness and soft computing · doi:10.1007/978-3-540-35488-8_13 · Cited by 1,019

Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters

MIN, J., & Lee, Y. (2005) · Expert Systems with Applications · doi:10.1016/j.eswa.2004.12.008 · Cited by 871

Credit scoring with a data mining approach based on support vector machines

Huang, C.-L., Chen, M., & Wang, C.-J. (2006) · Expert Systems with Applications · doi:10.1016/j.eswa.2006.07.007 · Cited by 830

An application of support vector machines in bankruptcy prediction model

Shin, K.-S., Lee, T. S., & Kim, H.-J. (2004) · Expert Systems with Applications · doi:10.1016/j.eswa.2004.08.009 · Cited by 827

A probabilistic approach to feature selection - a filter solution

Liu, H., & Setiono, R. (1996) · Cited by 656

Greedy Attribute Selection

Caruana, R., & Freitag, D. (1994) · Elsevier eBooks · doi:10.1016/b978-1-55860-335-6.50012-x · Cited by 557

Feature selection for clustering - a filter solution

Dash, M., Choi, K., Scheuermann, P., & Liu, H. (2003) · Proceedings · doi:10.1109/icdm.2002.1183893 · Cited by 398

A TSK type fuzzy rule based system for stock price prediction

Chang, P., & Liu, C.-H. (2006) · Expert Systems with Applications · doi:10.1016/j.eswa.2006.08.020 · Cited by 321

Adaptive floating search methods in feature selection

Somol, P., Pudil, P., Novovičová, J., & Paclı́k, P. (1999) · Pattern Recognition Letters · doi:10.1016/s0167-8655(99)00083-5 · Cited by 305

Feature selection in unsupervised learning via evolutionary search

Kim, Y., Street, W. N., & Menczer, F. (2000) · ACM SIGKDD International Conference on Knowledge Discovery and Data Mining (KDD) · doi:10.1145/347090.347169 · Cited by 290

Forecasting financial condition of Chinese listed companies based on support vector machine

Ding, Y., Song, X., & Zen, Y. (2007) · Expert Systems with Applications · doi:10.1016/j.eswa.2007.06.037 · Cited by 248

Lessons in neural network training: overfitting may be harder than expected

Lawrence, S., Giles, C. L., & Tsoi, A. C. (1997) · Cited by 242

Feature Subset Selection and Order Identification for Unsupervised Learning

Dy, J., & Brodley, C. E. (2000) · Cited by 234

Forecasting S&P 500 stock index futures with a hybrid AI system

Tsaih, R., Hsu, Y., & Lai, C. C. (1998) · Decision Support Systems · doi:10.1016/s0167-9236(98)00028-1 · Cited by 221

Using neural networks for forecasting volatility of S&P 500 Index futures prices

Hamid, S. A., & Iqbal, Z. (2003) · Journal of Business Research · doi:10.1016/s0148-2963(03)00043-2 · Cited by 198

The pricing of stock index futures

Cornell, B., & French, K. R. (1983) · Journal of Futures Markets · doi:10.1002/fut.3990030102 · Cited by 191

FS_SFS: A novel feature selection method for support vector machines

Liu, Y., & Zheng, Y. F. (2005) · Pattern Recognition · doi:10.1016/j.patcog.2005.10.006 · Cited by 188

A neural network approach to mutual fund net asset value forecasting

Chiang, W., Urban, T. L., & Baldridge, G. W. (1996) · Omega · doi:10.1016/0305-0483(95)00059-3 · Cited by 173

Application of wrapper approach and composite classifier to the stock trend prediction

HUANG, C., YANG, D., & CHUANG, Y. (2008) · Expert Systems with Applications · doi:10.1016/j.eswa.2007.05.035 · Cited by 167

Return and volatility dynamics in the FT‐SE 100 stock index and stock index futures markets

Abhyankar, A. H. (1995) · Journal of Futures Markets · doi:10.1002/fut.3990150405 · Cited by 146

Statistical Learning and Kernel Methods

Schölkopf, B. (2001) · Springer eBooks · doi:10.1007/978-3-7091-2580-9_1 · Cited by 133

Intraday return dynamics between the cash and the futures markets in Japan

Iihara, Y., Katō, K., & Tokunaga, T. (1996) · Journal of Futures Markets · doi:10.1002/(sici)1096-9934(199604)16:2 · Cited by 89

Common volatility and volatility spillovers between U.S. and Eurodollar interest rates: Evidence from the futures market

Tse, Y., & Booth, G. G. (1996) · Journal of Economics and Business · doi:10.1016/0148-6195(96)00016-1 · Cited by 42

Technical Analysis of Nikkei 225 Stock Index Futures Using an Expert Systems Advisor

Wong, Y. K., & Koh, A. (1994) · Singapore Management University Institutional Knowledge (InK) (Singapore Management University) · Cited by 3

Computational Intelligence and Financial Markets: A Survey and Future Directions

Cavalcante, R. C., Brasileiro, R. C., Souza, V. L. F., Nobrega, J. P., & Oliveira, A. L. I. (2016) · Expert Systems with Applications · doi:10.1016/j.eswa.2016.02.006 · Cited by 610

Evaluating multiple classifiers for stock price direction prediction

Ballings, M., Van den Poel, D., Hespeels, N., & Gryp, R. (2015) · Expert Systems with Applications · doi:10.1016/j.eswa.2015.05.013 · Cited by 611

A comparative survey of artificial intelligence applications in finance: artificial neural networks, expert system and hybrid intelligent systems

Bahrammirzaee, A. (2010) · Neural Computing and Applications · doi:10.1007/s00521-010-0362-z · Cited by 565

Short-term stock market price trend prediction using a comprehensive deep learning system

Shen, J., & Shafiq, M. O. (2020) · Journal Of Big Data · doi:10.1186/s40537-020-00333-6 · Cited by 434

ModAugNet: A new forecasting framework for stock market index value with an overfitting prevention LSTM module and a prediction LSTM module

Baek, Y., & Kim, H. Y. (2018) · Expert Systems with Applications · doi:10.1016/j.eswa.2018.07.019 · Cited by 385

A study of feature selection algorithms and support vector machines for prefictive classification of stocks

Jagadala, S. (n.d.)

The Stock Trend Prediction Using Volume Weighted Support Vector Machine with a Hybrid Feature Selection Method to Predict the Stock Price Trend in Tehran Stock Exchange

Bajalan, S., Fallahpour, S., & Dana, N. (2016) · DOAJ (DOAJ: Directory of Open Access Journals) · doi:10.22051/jfm.2016.2575 · Cited by 1

Feature selection for stock trend prediction via support vector machine

Ng, I. W. J. (2013) · DR-NTU (Nanyang Technological University)

An SVM-based approach for stock market trend prediction

Lin, Y., Guo, H., & Hu, J. (2013) · International Joint Conference on Neural Networks (IJCNN) · doi:10.1109/ijcnn.2013.6706743 · Cited by 179

A Study on Feature Selection for Trend Prediction of Stock Trading Price

Xu, Y., Li, Z., & Luo, L. (2013) · International Conference on Computational and Information Sciences · doi:10.1109/iccis.2013.160 · Cited by 20