Financial forecasting using support vector machines

DOI10.1007/S005210170010MaRDI QIDQ1606650zbMATH OpenOpenAlexFDO

Authors Lijuan Cao, Francis E. H. Tay

Publication date 25 July 2002

Published in Neural Computing and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s005210170010

zbMATH Keywords

Support vector machinesBack propagation algorithmFinancial time series forecastingGeneralisationMulti-layer perception

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computing methodologies and applications (68U99)

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Cited in

(38)

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• Application of support vector machines financial time series forecasting
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• A hybrid support vector machine regression for exchange rate prediction
• Fractional frequency hybrid model based on EEMD for financial time series forecasting
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• Financial crisis warning model based on support vector machine
• Forecasting of stock returns by using manifold wavelet support vector machine
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• Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
• High frequency financial time series prediction based on support vector machines
• Bus Arrival Time Prediction Using Support Vector Machines
• Predicting the survival or failure of click-and-mortar corporations: a knowledge discovery approach
• Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns
• An iterative modified kernel based on training data
• Making predictions of the profitability on the financial markets using discriminant analysis
• Forecasting stock market movement direction with support vector machine
• Modified support vector machines in financial time series forecasting
• Measuring the impact of financial news and social media on stock market modeling using time series mining techniques
• Stock market simulation using support vector machines
• On conditional risk estimation considering model risk
• An application of support vector machines to sales forecasting under promotions
• Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
• Volatility degree forecasting of stock market by stochastic time strength neural network
• Dynamic reconstruction of chaotic systems from inter-spike intervals using least squares support vector machines

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