Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering

This paper proposes a multivariate and online prediction of stock prices via the paradigm of kernel adaptive filtering (KAF). The prediction of stock prices in traditional classification and regression problems needs independent and batch-oriented nature of training. In this article, we challenge th...

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Detalles Bibliográficos
Autores principales: Mishra, Shambhavi, Ahmed, Tanveer, Mishra, Vipul, Kaur, Manjit, Martinetz, Thomas, Jain, Amit Kumar, Alshazly, Hammam
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Hindawi 2021
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8709756/
https://www.ncbi.nlm.nih.gov/pubmed/34956352
http://dx.doi.org/10.1155/2021/6400045

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8709756/
https://www.ncbi.nlm.nih.gov/pubmed/34956352
http://dx.doi.org/10.1155/2021/6400045

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