Rejection based support vector machines for financial time series forecasting.
Yasin I. RosowskyRobert E. SmithPublished in: IJCNN (2013)
Keyphrases
- financial time series forecasting
- support vector
- large margin classifiers
- learning machines
- support vector regression
- financial time series
- kernel function
- multi class
- feature selection
- generalization ability
- support vector machine
- classification accuracy
- non stationary
- regression model
- stock price
- long term
- feature extraction