A novel hybrid method based on kernel-free support vector regression for stock indices and price forecasting
Junliang Zheng, Ye Tian, Jian Luo and Tao Hong
| Year of publication: |
2023
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|---|---|
| Authors: | Zheng, Junliang ; Tian, Ye ; Luo, Jian ; Tao, Hong |
| Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 74.2023, 3, p. 690-702
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| Subject: | Autoregressive integrated moving average | empirical mode decomposition | financial time series forecasting | kernel-free support vector regression | quadratic surface | Prognoseverfahren | Forecasting model | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Theorie | Theory | ARMA-Modell | ARMA model | Aktienindex | Stock index | Mustererkennung | Pattern recognition |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/01605682.2022.2128908 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014331949