Practical Bayesian support vector regression for financial time series prediction and market condition change detection (Q4555150)

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scientific article; zbMATH DE number 6981263
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Practical Bayesian support vector regression for financial time series prediction and market condition change detection
scientific article; zbMATH DE number 6981263

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    Practical Bayesian support vector regression for financial time series prediction and market condition change detection (English)
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    19 November 2018
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    support vector machines regression
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    kernel scaling
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    machine learning
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    Bayesian inference
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    multi-armed bandit Bayesian optimization
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    Gaussian process
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