Online option price forecasting by using unscented Kalman filters and support vector machines.
Shian-Chang HuangPublished in: Expert Syst. Appl. (2008)
Keyphrases
- kalman filter
- kalman filtering
- support vector
- particle filter
- learning machines
- state estimation
- large margin classifiers
- object tracking
- particle filtering algorithm
- particle filtering
- robust tracking
- online learning
- mean shift
- kernel function
- visual tracking
- generalization ability
- classification accuracy
- feature selection
- data sets
- image classification
- computer vision