Stock volatility prediction using multi-kernel learning based extreme learning machine.
Feng WangZhiyong ZhaoXiaodong LiFei YuHao ZhangPublished in: IJCNN (2014)
Keyphrases
- kernel learning
- extreme learning machine
- support vector regression
- kernel function
- regression model
- prediction accuracy
- prediction model
- support vector
- kernel matrix
- support vector machine svm
- neural network
- multi class
- gaussian processes
- dimensionality reduction
- semi supervised
- support vector machine
- multiple kernel learning
- high dimensional data
- training samples
- learning tasks
- feature vectors