Local Support Vector Regression for Financial Time Series Prediction.
Kaizhu HuangHaiqin YangIrwin KingMichael R. LyuPublished in: IJCNN (2006)
Keyphrases
- support vector regression
- load forecasting
- autoregressive conditional heteroscedasticity
- support vector
- hybrid model
- regression model
- support vector classification
- support vector machine svm
- kernel function
- neural network model
- neuro fuzzy
- electronic equipment
- nonlinear regression
- extreme learning machine
- artificial neural networks
- back propagation neural network
- response surface methodology
- ls svm
- non stationary
- recurrent neural networks
- stock market
- wavelet neural network
- stock price
- wavelet frame
- hybrid genetic
- multivariate time series
- support vector machine
- data sets
- machine learning