A hybrid slantlet denoising least squares support vector regression model for exchange rate prediction.
Kaijian HeKin Keung LaiJerome YenPublished in: ICCS (2010)
Keyphrases
- regression model
- exchange rate
- least squares
- denoising
- prediction model
- prediction intervals
- financial time series
- support vector
- ls svm
- linear regression model
- support vector regression
- multiple linear regression
- survival analysis
- target variable
- foreign exchange
- regression methods
- linear model
- model selection
- image denoising
- regression analysis
- total variation
- image processing
- stock price
- regression trees
- cross validation
- generalized linear models
- linear regression
- kernel regression
- currency exchange
- gaussian process
- classification accuracy
- logistic regression
- explanatory variables
- linear regression models
- optical flow
- response variable
- interval valued data
- prediction error
- semi parametric
- loss function
- kernel function
- co occurrence
- stock market
- feature selection
- long run