Forecasting of stock returns by using manifold wavelet support vector machine

DOI10.1007/S12204-010-9707-0MaRDI QIDQ615302zbMATH OpenOpenAlexFDO

Authors Ling-Bing Tang, Huan-ye Sheng, Ling-Xiao Tang

Publication date 5 January 2011

Published in Journal of Shanghai Jiaotong University (Science) (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s12204-010-9707-0

zbMATH Keywords

kernelmanifold wavelet support vector machine (MWSVM)stock returns forecasting

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Statistical methods; risk measures (91G70)

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Cites work

• scientific article; zbMATH DE number 732335 (Why is no real title available?)
• scientific article; zbMATH DE number 1465030 (Why is no real title available?)
• scientific article; zbMATH DE number 1391397 (Why is no real title available?)
• A theory for multiresolution signal decomposition: the wavelet representation
• Financial forecasting using support vector machines
• Ten Lectures on Wavelets
• The wavelet transform, time-frequency localization and signal analysis

Cited in

(2)

• Nonlinear support vector machines can systematically identify stocks with high and low future returns
• Financial prediction based on wavelet support vector machine

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