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GARCH prediction using spline wavelet support vector machine.

Ling-Bing TangHuan-Ye ShengLing-Xiao Tang
Published in: Neural Comput. Appl. (2009)
Keyphrases
  • wavelet support vector machine
  • prediction accuracy
  • multiresolution
  • machine learning
  • support vector machine
  • prediction model
  • pattern recognition
  • rbf network