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An efficient modelling approach for forecasting financial time series data using support vector regression and windowing operators.
Risul Islam Rasel
Nasrin Sultana
Phayung Meesad
Published in:
Int. J. Comput. Intell. Stud. (2015)
Keyphrases
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financial time series
stock market
short term
foreign exchange
financial data
exchange rate
failure prediction
non stationary
financial crisis
multiscale
stock price
building blocks
data points
autoregressive model
high dimensional
financial forecasting
garch model