Chaos-based support vector regressions for exchange rate forecasting.

Shian-Chang Huang Pei-Ju Chuang Cheng-Feng Wu Hiuen-Jiun Lai

Published in: Expert Syst. Appl. (2010)

Keyphrases

exchange rate
support vector
foreign exchange
financial time series
stock price
logistic regression
long run
classification accuracy
generalization ability
kernel function
radial basis function
risk aversion
support vector machine
currency exchange
feature selection
ls svm