ℓ_𝑝-Norm Multikernel Learning Approach for Stock Market Price Forecasting

Table 1

The data sets for the first experiment.

Dataset	Training	Validating	Testing
data1	2003/1–2006/12	2007/1–2007/3	2007/4–2007/6
data2	2003/4–2007/3	2007/4–2007/6	2007/7–2007/9
data3	2003/7–2007/6	2007/7–2007/9	2007/10–2007/12