Search Results - subject:"Support Vector Machine"

Machine learning methods for financial forecasting and trading profitability : evidence during the Russia-Ukraine war

Peng, Yaohao; Souza, João Gabriel de Moraes - In: REGE revista de gestão 31 (2024) 2, pp. 152-165

Persistent link: https://www.econbiz.de/10015189762

Modeling the effect of population size on banking transaction channels in Nigeria : Grey box vs Support Vector Regression

Bartholomew, Desmond C.; Olewuezi, Ngozi P.; Nwaigwe, … - In: CBN journal of applied statistics 15 (2024) 1, pp. 1-31

This study investigates the effect of Nigeria's population on four selected banking transaction channels. The Nigerian projected population (2022-2027) was used as an input variable for forecasting future volumes of transactions for each channel. The results show that the Support Vector...

Persistent link: https://www.econbiz.de/10015393855

A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression

Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16

In this study, we proposed two types of hybrid models based on the heterogeneous autoregressive (HAR) model and support vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is first predicted using the HAR model, and the...

Persistent link: https://www.econbiz.de/10014480965

Novel comparative methodology of hybrid support vector machine with meta-heuristic algorithms to develop an integrated candlestick technical analysis model

Mahmoodi, Armin; Hashemi, Leila; Mahmoodi, Amin; … - In: Journal of Capital Markets Studies (JCMS) 8 (2024) 1, pp. 67-94

heuristic algorithms: support vector machine (SVM), meta-heuristic algorithms, particle swarm optimization (PSO), imperialist …

Persistent link: https://www.econbiz.de/10015327938

A performance analysis of stochastic processes and machine learning algorithms in stock market prediction

Bouasabah, Mohammed - In: Economies 12 (2024) 8, pp. 1-12

geometric Brownian motion (GBM) models, with that of machine learning algorithms, such as Random Forest, Support Vector Machine …

Persistent link: https://www.econbiz.de/10015469395

Intellectual capital forecasting for invention patent through machine learning model

Wang, Mei-Hsin; Che, Hui-Chung - In: Journal of Intellectual Capital 25 (2024) 7, pp. 129-150

Purpose This research explores support vector machine (SVM) with Gaussian radial basis function kernel (RBF) as the …

Persistent link: https://www.econbiz.de/10015351105

An improved hybrid (HHO-FFO) algorithm for healthcare and secure data transmission

Mallikarjuna, Basetty - In: International journal of services technology and … 29 (2024) 2/4, pp. 274-295

Persistent link: https://www.econbiz.de/10015375626

Forecasting natural rubber prices using commodity market indicators : a machine learning approach

Nyondo, Precious; Varghese, Roshna - In: International journal of revenue management : IJRM 14 (2024) 3, pp. 221-252

Persistent link: https://www.econbiz.de/10015325942

Peer-to-peer lending default prediction model : a credit scoring application with social media data

Faturohman, Taufik; Wiryono, Sudarso Kaderi; Khilfah, … - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 189-200

Persistent link: https://www.econbiz.de/10015066133

Data-driven strategies for sustainable employee retention : leveraging machine learning to predict and prevent attrition

Krishna, Shobhanam; Borah, Debajyoti - In: South Asian journal of management : SAJM 30 (2024) 5, pp. 11-38

Persistent link: https://www.econbiz.de/10014583713