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Stock Market Trend Prediction Based on the LS-SVM Model Update Algorithm

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ICT Innovations 2014 (ICT Innovations 2014)

Part of the book series: Advances in Intelligent Systems and Computing ((AISC,volume 311))

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Abstract

The paper proposes a trend prediction model based on an incremental training set update scheme for the BELEX15 stock market index using the Least Squares Support Vector Machines (LS-SVMs) for classification. The basic idea of this updating approach is to add the most recent data to the training set, as become available. In this way, information from new data is taken into account in model training. The test results indicate that the suggested model is suitable for short-term market trend prediction and that prediction accuracy significantly increases after the training set has been updated with new information.

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Correspondence to Ivana Marković .

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Marković, I., Stojanović, M., Božić, M., Stanković, J. (2015). Stock Market Trend Prediction Based on the LS-SVM Model Update Algorithm. In: Bogdanova, A., Gjorgjevikj, D. (eds) ICT Innovations 2014. ICT Innovations 2014. Advances in Intelligent Systems and Computing, vol 311. Springer, Cham. https://doi.org/10.1007/978-3-319-09879-1_11

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  • DOI: https://doi.org/10.1007/978-3-319-09879-1_11

  • Publisher Name: Springer, Cham

  • Print ISBN: 978-3-319-09878-4

  • Online ISBN: 978-3-319-09879-1

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