High frequency financial time series prediction based on support vector machines

DOI10.3969/J.ISSN.1006-6330.2017.03.002zbMATH Open1399.62136MaRDI QIDQ4643041FDOQ4643041

Authors: Fan Feng, Zhongxin Ni 

Publication date: 25 May 2018

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zbMATH Keywords

support vector machinehigh frequency financial time seriesShanghai copper futures contracts

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Inference from stochastic processes and prediction (62M20) Economic time series analysis (91B84)

Cited In (4)

• Modelling high-frequency limit order book dynamics with support vector machines
• The SVM-based prediction of periodical circulation and procurement costs in a university library
• Title not available (Why is that?)
• Intraday volume percentages forecasting using a dynamic SVM-based approach

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