Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine

<div>Optimized parameter selection using the grid search technique for KOSPI index with (a) linear kernel, (b) radial basis kernel, and (c) polynomial kernel of degree 2.</div>

Complexity

fig5

Figure 5

Figure 5: Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine 