First, do wavelet denoising (WD) to financial time series to eliminate the interference noise in the original sequence; and use the genetical gorithm (GA) for parameter optimization to make up selecte defects of the parameters c and g; use the obtained optimal parameter values to train to formate the optimal
SVM learning machine.
So to begin, here is a strategy I created recently, combining sentiment data with technical indicators, and using a
machine learning classification technique named Support Vector
Machines (
SVM).