Application of support vector machines financial time series forecasting

zbMATH Open1174.91582MaRDI QIDQ5455589FDOQ5455589

Authors: 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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• Forecasting the movement direction of exchange rate with polynomial smooth support vector machine
• Grey and support vector machine combination forecasting model based on wavelet de-noising
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• AI 2005: Advances in Artificial Intelligence
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• Forecasting of stock returns by using manifold wavelet support vector machine
• An application of support vector machines to sales forecasting under promotions
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• High frequency financial time series prediction based on support vector machines
• Inflation and unemployment forecasting with genetic support vector regression
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• \(\varepsilon\)-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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• Direction-of-change financial time series forecasting using a similarity-based classification model
• Financial crisis warning model based on support vector machine
• Financial risk forecasting with nonlinear dynamics and support vector regression
• Intelligent financial time series forecasting: a complex neuro-fuzzy approach with multi-swarm intelligence
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• COMPUTATIONAL INTELLIGENCE METHODS FOR FINANCIAL TIME SERIES MODELING
• A weighted LS-SVM based learning system for time series forecasting

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