Forecasting of stock returns by using manifold wavelet support vector machine

DOI10.1007/S12204-010-9707-0zbMATH Open1217.91214OpenAlexW2016233369MaRDI QIDQ615302FDOQ615302

Huan-ye Sheng, Ling-Bing Tang, 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

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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)

Cites Work

• A theory for multiresolution signal decomposition: the wavelet representation
• Ten Lectures on Wavelets
• Title not available (Why is that?)
• Title not available (Why is that?)
• The wavelet transform, time-frequency localization and signal analysis
• Title not available (Why is that?)
• Financial forecasting using support vector machines

Cited In (1)

• Nonlinear support vector machines can systematically identify stocks with high and low future returns

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