Christian Ewö MSE-2003:26, pp. 36. Inst. för programvaruteknik och datavetenskap/Dept. of Software Engineering and Computer Science, 2003.
In this work we compare the prediction
performance of three optimized technical indicators
with a Support Vector Machine Neural Network. For
the indicator part we picked the common used
indicators: Relative Strength Index, Moving Average
Convergence Divergence and Stochastic Oscillator. For
the Support Vector Machine we used a radial-basis
kernel function and regression mode. The techniques
were applied on financial time series brought from the
Swedish stock market. The comparison and the
promising results should be of interest for both finance
people using the techniques in practice, as well as
software companies and similar considering to
implement the techniques in their products.