Associating stock prices with web financial information time series based on support vector regression

By Xun Liang, Rong-Chang Chen, Y. He, Ying Chen. 2013

21 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Management Science and Operations Research, Signal Processing

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

In Economics and Econometrics

1. Philip S. Yu
2. Senzhang Wang

In Management Science and Operations Research

1. Yuntao Yao
2. Philip S. Yu
3. B. Fang
4. Yunjia Zhang
5. Senzhang Wang
6. Xi Zhang
7. M. Ugur Gudelek
8. Omer Berat Sezer

In Signal Processing

1. Philip S. Yu
2. Senzhang Wang
3. Charu C. Aggarwal
4. A. Ozbayoglu
5. Omer Berat Sezer
6. M. Ugur Gudelek
7. Jiawei Han
8. Pavel Berkhin

Citations in the corpus

• Improving stock market prediction via heterogeneous information fusion (2017, methodology): “The time series data of the Web information in a day is built by summing the sentiment values of the words in all the articles, and a support vector regression (SVR) is used to build the mapping from the Web information time series to the price values [28].”