Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns … Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure …

In recent years, support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for … SFB 649 Discussion Paper 2008-014 Support Vector Regression Based GARCH Model with Application … ** and Wolfgang Härdle *** January, 2008 ABSTRACT In recent years, support vector regression (SVR), a novel neural …

Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure … SFB 649 Discussion Paper 2008-051 Recurrent Support Vector Regression for a Nonlinear ARMA … the forecasting performance as opposed to the usual feedforward SVR. Keywords: Recurrent Support Vector Regression; MLE …

promoting the forecasting performance of time-series models, this paper proposes a hybrid time-series support vector regression …

This paper proposes an accurate short-term solar irradiance prediction scheme via support vector regression. Utilizing … clearness index conversion and appropriate features, the support vector regression models are able to output satisfying …

/CHF exchange rates and explore the utility of Kalman Filter, Genetic Programming (GP) and Support Vector Regression (SVR …

, this paper makes use of Support Vector Regression (SVR) to derive optimal operating rules. To improve the performance of …