Improving the Statistical Arbitrage Strategy in Intraday Trading by Combining Extreme Learning Machine and Support Vector Regression with Linear Regression Models.
Jarley Palmeira NóbregaAdriano Lorena Inácio de OliveiraPublished in: ICTAI (2013)
Keyphrases
- extreme learning machine
- support vector regression
- support vector
- support vector machine
- kernel function
- regression model
- computer vision
- support vector machine svm
- neural network
- genetic algorithm
- regression analysis
- feed forward neural networks
- multi category
- image sequences
- pattern recognition
- probabilistic model