Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns
Year of publication: |
2008
|
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Authors: | Chen, Shiyi ; Jeong, Kiho ; Härdle, Wolfgang Karl |
Publisher: |
Berlin : Humboldt University of Berlin, Collaborative Research Center 649 - Economic Risk |
Subject: | Kapitalertrag | Prognoseverfahren | Support Vector Machine | ARMA-Modell | Nichtlineares Verfahren | Regression | Neuronale Netze | Theorie | Recurrent support vector regression | MLE | recurrent MLP | nonlinear ARMA | financial forecasting |
Series: | SFB 649 Discussion Paper ; 2008-051 |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 584571534 [GVK] hdl:10419/25293 [Handle] RePEc:zbw:sfb649:sfb649dp2008-051 [RePEc] |
Classification: | C45 - Neural Networks and Related Topics ; F37 - International Finance Forecasting and Simulation ; F47 - Forecasting and Simulation |
Source: |
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Chen, Shiyi, (2008)
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