-descending support vector machines for financial time series forecasting

DOI10.1023/A:1015249103876MaRDI QIDQ1857748zbMATH OpenFDO

Authors Francis E. H. Tay, Lijuan Cao

Publication date 19 February 2003

Published in Neural Processing Letters (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/A:1015249103876

zbMATH Keywords

non-stationary financial time seriesstructural risk minimization principlesupport vector machinestube size

Mathematics Subject Classification ID

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

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• An iterative modified kernel based on training data
• Modified support vector machines in financial time series forecasting

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