High frequency financial time series prediction based on support vector machines

DOI10.3969/J.ISSN.1006-6330.2017.03.002MaRDI QIDQ4643041zbMATH OpenFDO

Authors Fan Feng, Zhongxin Ni

Publication date 25 May 2018

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)

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(4)

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• Intraday volume percentages forecasting using a dynamic SVM-based approach

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