A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting

Table 3

Feature selection result in each stock for technical indices by SRA.

Stock	Technical index
Apple	5 MA, 6 MA, 9 K, 9 MACD, 12 W%R
BA	5 MA, 6 MA, 9 K, 10 TV, 12 W%R
CAT	5 MA, 6 MA, 9 K, 10 TV, Δ5 MA
JNJ	5 MA, 6 MA, 6 RSI, 9 MACD, Δ5 MA
S&P 500	5 MA, 5 BIAS, 10 TV, 26 BR, TAPI
VZ	5 MA, 6 MA, Δ5 MA, 10 TV, 26 VR
XOM	5 MA,6 MA, Δ5 MA