Modified support vector machines in financial time series forecasting
From MaRDI portal
Publication:1852029
DOI10.1016/S0925-2312(01)00676-2zbMath1006.68777MaRDI QIDQ1852029
Publication date: 9 January 2003
Published in: Neurocomputing (Search for Journal in Brave)
Support vector machinesNon-stationary financial time seriesRegularized risk functionStructural risk minimization principle
Learning and adaptive systems in artificial intelligence (68T05) Computing methodologies and applications (68U99)
Related Items (19)
Forecasting stock market movement direction with support vector machine ⋮ Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model ⋮ A new boosting-based software reliability growth model ⋮ Online sequential prediction for nonstationary time series with new weight-setting strategy using extreme learning machine ⋮ Hybrid evolutionary algorithms in a SVR traffic flow forecasting model ⋮ Performance-weighted ensembles of random forests for predicting price impact ⋮ Rainfall forecasting by technological machine learning models ⋮ Short term forecasting with support vector machines and application to stock price prediction ⋮ Improving prediction models applied in systems monitoring natural hazards and machinery ⋮ Long-term forecasting of time series based on linear fuzzy information granules and fuzzy inference system ⋮ Non-parametric regression methods ⋮ System reliability forecasting by support vector machines with genetic algorithms ⋮ A HYBRID SUPPORT VECTOR REGRESSION APPROACH FOR RAINFALL FORECASTING USING PARTICLE SWARM OPTIMIZATION AND PROJECTION PURSUIT TECHNOLOGY ⋮ A weighted LS-SVM based learning system for time series forecasting ⋮ Online portfolio selection ⋮ A conditional fuzzy inference approach in forecasting ⋮ Incorporating prior knowledge in support vector regression ⋮ A Generic Scheme for Generating Prediction Rules Using Rough Sets ⋮ Predicting credit default swap prices with financial and pure data-driven approaches
This page was built for publication: Modified support vector machines in financial time series forecasting