Financial forecasting using support vector machines
From MaRDI portal
Publication:1606650
DOI10.1007/s005210170010zbMath1002.68689OpenAlexW2145344497MaRDI QIDQ1606650
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
Support vector machinesBack propagation algorithmFinancial time series forecastingGeneralisationMulti-layer perception
Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).
Related Items (23)
Forecasting stock market movement direction with support vector machine ⋮ Forecasting of stock returns by using manifold wavelet support vector machine ⋮ Conditional quantile change test for time series based on support vector regression ⋮ Fractional frequency hybrid model based on EEMD for financial time series forecasting ⋮ Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns ⋮ Measuring the impact of financial news and social media on stock market modeling using time series mining techniques ⋮ Unnamed Item ⋮ On conditional risk estimation considering model risk ⋮ Volatility degree forecasting of stock market by stochastic time strength neural network ⋮ Fuzzy Autoregressive Rules: Towards Linguistic Time Series Modeling ⋮ Financial market forecasting using a two-step kernel learning method for the support vector regression ⋮ Bus Arrival Time Prediction Using Support Vector Machines ⋮ Dynamic reconstruction of chaotic systems from inter-spike intervals using least squares support vector machines ⋮ Predicting the survival or failure of click-and-mortar corporations: a knowledge discovery approach ⋮ The key theorem and the bounds on the rate of uniform convergence of learning theory on Sugeno measure space ⋮ Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels ⋮ Forecasting volatility with support vector machine-based GARCH model ⋮ Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns ⋮ An iterative modified kernel based on training data ⋮ Credit risk evaluation with a least squares fuzzy support vector machines classifier ⋮ Modified neural network algorithms for predicting trading signals of stock market indices ⋮ An improvement on parametric \(\nu\)-support vector algorithm for classification ⋮ Predicting credit default swap prices with financial and pure data-driven approaches
This page was built for publication: Financial forecasting using support vector machines