Complexity analysis and forecasting of variations in cryptocurrency trading volume with support vector regression tuned by Bayesian optimization under different kernels: An empirical comparison from a large dataset.
Salim LahmiriStelios D. BekirosFrank BezzinaPublished in: Expert Syst. Appl. (2022)
Keyphrases
- support vector regression
- complexity analysis
- kernel function
- kernel learning
- support vector
- support vector classification
- theoretical analysis
- hybrid model
- forecasting accuracy
- regression model
- optimization algorithm
- hybrid genetic
- kernel methods
- support vector machine
- lower bound
- response surface methodology
- computational complexity
- forecasting model
- support vector machine svm
- singular spectrum analysis
- nonlinear regression
- wavelet frame
- financial time series forecasting
- first order logic
- feature set
- load forecasting
- multiple kernel
- machine learning
- kernel matrix
- high dimensional
- foreign exchange
- feature space
- image processing
- data sets