Financial time series forecasting using independent component analysis and support vector regression
Chi-Jie Lu; Tian-Shyug Lee; Chih-Chou Chiu
| Year of publication: |
2009
|
|---|---|
| Authors: | Lu, Chi-jie ; Lee, Tian-shyug ; Chiu, Chih-chou |
| Published in: |
Decision support systems : DSS ; the international journal. - Amsterdam [u.a.] : Elsevier, ISSN 0167-9236, ZDB-ID 51654-5. - Vol. 47.2009, 2, p. 115-125
|
| Subject: | Clusteranalyse | Cluster analysis | Mustererkennung | Pattern recognition | Regressionsanalyse | Regression analysis | Zeitreihenanalyse | Time series analysis | Prognose | Forecast | Aktienindex | Stock index |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003863473