Application of support vector machines financial time series forecasting

zbMATH Open1174.91582MaRDI QIDQ5455589FDOQ5455589

Meng Wu, Quanzhi Xu

Publication date: 4 April 2008

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zbMATH Keywords

support vector machinesfinancial time seriesBP neural network

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Learning and adaptive systems in artificial intelligence (68T05) Economic time series analysis (91B84)

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• Deterministic regression model and visual basic code for optimal forecasting of financial time series
• \(\varepsilon\)-descending support vector machines for financial time series forecasting
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• Complicated financial data time series forecasting analysis based on least squares support vector machine
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• Some evidence on forecasting time-series with support vector machines
• COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING

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