European exchange trading funds trading with locally weighted support vector regression
DOI10.1016/j.ejor.2016.09.005zbMath1383.62255OpenAlexW2521843207MaRDI QIDQ1698924
Charalampos Stasinakis, Georgios Sermpinis, Rafael Rosillo, David de la Fuente
Publication date: 16 February 2018
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://eprints.gla.ac.uk/128107/7/128107.pdf
kernelstradingsupport vector regressionexchange traded fundslocally weighted support vector regression
Nonparametric regression and quantile regression (62G08) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to actuarial sciences and financial mathematics (62P05)
Related Items (3)
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- The Model Confidence Set
- Modeling, forecasting and trading the EUR exchange rates with hybrid rolling genetic algorithms -- support vector regression forecast combinations
- Asymptotic optimality of generalized \(C_ L\), cross-validation, and generalized cross-validation in regression with heteroskedastic errors
- Fast cross-validation algorithms for least squares support vector machine and kernel ridge regression
- A survey of cross-validation procedures for model selection
- Support vector machines for default prediction of SMEs based on technology credit
- Testing the constancy of regression parameters against continuous structural change
- A hitchhiker's guide to the techniques of adaptive nonlinear models
- Weighted least squares support vector machines: robustness and sparse approximation
- Principal component analysis.
- Support vector regression for loss given default modelling
- Training v-Support Vector Regression: Theory and Algorithms
- Locally Weighted Regression: An Approach to Regression Analysis by Local Fitting
- Discriminatory Analysis. Nonparametric Discrimination: Consistency Properties
- ON ESTIMATING THRESHOLDS IN AUTOREGRESSIVE MODELS
- Stock Market Simulation Using Support Vector Machines
- Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data‐Snooping Bias
- Least Squares Model Averaging
- Some Comments on C P
This page was built for publication: European exchange trading funds trading with locally weighted support vector regression