Pages that link to "Item:Q4555150"
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The following pages link to Practical Bayesian support vector regression for financial time series prediction and market condition change detection (Q4555150):
Displaying 5 items.
- Manifold regularization based on Nyström type subsampling (Q2175018) (← links)
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083) (← links)
- Stock market prediction based on adaptive training algorithm in machine learning (Q5079405) (← links)
- Enhancing the momentum strategy through deep regression (Q5234344) (← links)
- Factor-based portfolio optimization (Q6093697) (← links)