Modified support vector machines in financial time series forecasting

DOI10.1016/S0925-2312(01)00676-2MaRDI QIDQ1852029zbMATH OpenFDO

Authors Francis E. H. Tay, Lijuan Cao

Publication date 9 January 2003

Published in Neurocomputing (Search for Journal in Brave)

zbMATH Keywords

Support vector machinesNon-stationary financial time seriesRegularized risk functionStructural risk minimization principle

Mathematics Subject Classification ID

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

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