Prediction the direction of SET50 index using support vector machines

• المؤلفون الرئيسيون: Chongkolnee Rungruang, Wilawan Srichaikul, Somsak Chanaim, Songsak Sriboonchitta
• التنسيق: دورية
• منشور في: 2019
• الموضوعات: Mathematics
• الوصول للمادة أونلاين: https://www.scopus.com/inward/record.uri?partnerID=HzOxMe3b&scp=85068441927&origin=inward; http://cmuir.cmu.ac.th/jspui/handle/6653943832/65701

© 2019 by the Mathematical Association of Thailand. All rights reserved. Support vector machine (SVM) is a very specific type of learning algorithms characterized by the capacity control of the decision function, the use of the kernel functions and the sparsity of the solution. In this paper, we inv...