Pages that link to "Item:Q1606650"

The following pages link to Financial forecasting using support vector machines (Q1606650):

Displaying 22 items.

• Volatility degree forecasting of stock market by stochastic time strength neural network (Q473664) (← links)
• Forecasting of stock returns by using manifold wavelet support vector machine (Q615302) (← links)
• Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
• Financial market forecasting using a two-step kernel learning method for the support vector regression (Q970173) (← links)
• An iterative modified kernel based on training data (Q1016174) (← links)
• Modified neural network algorithms for predicting trading signals of stock market indices (Q1040018) (← links)
• Measuring the impact of financial news and social media on stock market modeling using time series mining techniques (Q1712032) (← links)
• Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
• Fractional frequency hybrid model based on EEMD for financial time series forecasting (Q2208097) (← links)
• Credit risk evaluation with a least squares fuzzy support vector machines classifier (Q2321434) (← links)
• An improvement on parametric \(\nu\)-support vector algorithm for classification (Q2329896) (← links)
• Forecasting stock market movement direction with support vector machine (Q2387269) (← links)
• Dynamic reconstruction of chaotic systems from inter-spike intervals using least squares support vector machines (Q2494916) (← links)
• Predicting the survival or failure of click-and-mortar corporations: a knowledge discovery approach (Q2503067) (← links)
• The key theorem and the bounds on the rate of uniform convergence of learning theory on Sugeno measure space (Q2507484) (← links)
• Predicting credit default swap prices with financial and pure data-driven approaches (Q2866383) (← links)
• Fuzzy Autoregressive Rules: Towards Linguistic Time Series Modeling (Q3019211) (← links)
• Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
• (Q3385424) (← links)
• Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns (Q5124781) (← links)
• On conditional risk estimation considering model risk (Q5138086) (← links)
• Bus Arrival Time Prediction Using Support Vector Machines (Q5433104) (← links)