Forecasting volatility with support vector machine-based GARCH model

Forecasting volatility with support vector machine-based GARCH model

Shiyi, Chen, (2010)

Support Vector Regression Based GARCH Model with Application to Forecasting Volatility of Financial Returns

Chen, Shiyi, (2017)

Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Chen, Shiyi, (2008)