Financial time series prediction using a support vector regression network.
Boyang LiJinglu HuKotaro HirasawaPublished in: IJCNN (2008)
Keyphrases
- financial time series
- financial time series forecasting
- support vector regression
- stock market
- non stationary
- wavelet neural network
- financial data
- turning points
- stock price
- regression model
- hybrid model
- exchange rate
- support vector
- support vector machine svm
- support vector classification
- singular spectrum analysis
- extreme learning machine
- support vector machine
- forecasting model
- multiscale