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 Nikkei 225 index with (a) linear kernel, (b) RBF kernel, and (c) polynomial kernel.</div>

Complexity

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Figure 4

Figure 4: Predicting the Direction Movement of Financial Time Series Using Artificial Neural Network and Support Vector Machine 