Hybrid Wavelet -SVMs for Modelling Derivatives Valuation.
Hsing-Wen WangShian-Chang HuangPublished in: JCIS (2006)
Keyphrases
- support vector
- support vector machine svm
- multiscale
- multi class
- wavelet transform
- denoising
- higher order
- wavelet coefficients
- training support vector machines
- sparse kernel
- reduced set
- maximum margin
- wavelet decomposition
- feature selection
- knn
- support vectors
- real option
- statistical learning theory
- multi class classification
- image compression
- binary classification
- support vector machine
- hyperplane
- wavelet domain
- multiresolution
- wavelet analysis
- kernel methods
- data structure
- neural network
- image sequences