Support Vector Regression for financial time series forecasting
Year of publication: |
2006
|
---|---|
Authors: | Hao, Wei ; Yu, Sognian |
Published in: |
Knowledge enterprise: intelligent strategies in product design, manufacturing, and management : proceedings of PROLAMAT 2006, IFIP TC5 international conference, June 15-17 2006, Shanghai, China. - New York, NY : Springer, ISBN 978-0-387-34402-7. - 2006, p. 825-830
|
Subject: | Prognoseverfahren | Forecasting model | Zeitreihenanalyse | Time series analysis | Theorie | Theory | Regressionsanalyse | Regression analysis | Mustererkennung | Pattern recognition | Prognose | Forecast | ARCH-Modell | ARCH model |
-
Hajibabaei, Saeed, (2014)
-
Stasinakis, Charalampos, (2016)
-
Financial time series forecasting using empirical mode decomposition and support vector regression
Nava, Noemi, (2018)
- More ...
-
An effective refinement algorithm based on multilevel paradigm for graph bipartitioning
Leng, Ming, (2006)
-
Are Low Equity R 2 Firms More or Less Transparent? Evidence from the Corporate Bond Market
Hao, Wei, (2018)
-
R 2 and the corporate signaling effect
Hao, Wei, (2020)
- More ...