Financial risk forecasting with nonlinear dynamics and support vector regression.
Humphrey K. K. TungMichael C. S. WongPublished in: J. Oper. Res. Soc. (2009)
Keyphrases
- support vector regression
- nonlinear dynamics
- financial risk
- forecasting accuracy
- neural network
- forecasting model
- regression model
- support vector
- hybrid model
- online banking
- financial markets
- support vector machine svm
- kernel function
- load forecasting
- dynamical systems
- artificial neural network models
- support vector classification
- financial time series forecasting
- electronic commerce
- support vector machine
- dynamic programming
- feature space
- data sets