Forecasting Financial Time Series with Multiple Kernel Learning.
Luis FábreguesArgimiro ArratiaLluís BelanchePublished in: IWANN (2) (2017)
Keyphrases
- financial time series
- multiple kernel learning
- financial time series forecasting
- stock market
- linear combination
- non stationary
- kernel methods
- financial data
- exchange rate
- turning points
- stock price
- feature selection
- learning problems
- multivariate time series
- learning models
- multiple features
- multi task
- kernel function
- support vectors
- semi supervised learning
- small number
- binary classification
- least squares
- multi class
- feature extraction