Forecasting S&P 500 spikes : an SVM approach
Theophilos Papadimitriou, Periklis Gogas, Athanasios Fotios Athanasiou
| Year of publication: |
2020
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|---|---|
| Authors: | Papadimitriou, Theophilos ; Gkonkas, Periklēs ; Athanasiou, Athanasios-Fotios |
| Published in: |
Digital finance : smart data analytics, investment innovation, and financial technology. - [Cham] : Springer Nature Switzerland AG, ISSN 2524-6186, ZDB-ID 2947479-6. - Vol. 2.2020, 3/4, p. 241-258
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| Subject: | Forecast | Machine learning | Support vector machines | Spikes | S&P 500 | GARCH | Künstliche Intelligenz | Artificial intelligence | Prognoseverfahren | Forecasting model | Mustererkennung | Pattern recognition | ARCH-Modell | ARCH model | Prognose | Neuronale Netze | Neural networks |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s42521-020-00024-0 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012416301