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

zbMATH Keywords

kernelstradingsupport vector regressionexchange traded fundslocally weighted support vector regression

Mathematics Subject Classification ID

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)

TRANSFORM-ANN for online optimization of complex industrial processes: casting process as case study ⋮ Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression ⋮ Robust regression under the general framework of bounded loss functions

Uses Software

• LIBSVM

Cites Work

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