Some evidence on forecasting time-series with support vector machines
From MaRDI portal
Publication:3182657
DOI10.1057/palgrave.jors.2602073zbMath1171.91368MaRDI QIDQ3182657
James V. Hansen, Ray D. Nelson, James B. McDonald
Publication date: 15 October 2009
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2602073
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
91B84: Economic time series analysis