Support Vector Regression for Financial Time Series Forecasting.
Wei HaoSongnian YuPublished in: PROLAMAT (2006)
Keyphrases
- financial time series forecasting
- support vector regression
- support vector
- hybrid model
- support vector machine svm
- regression model
- support vector machine
- kernel function
- response surface methodology
- hybrid genetic
- singular spectrum analysis
- extreme learning machine
- support vector classification
- forecasting model
- nonlinear regression
- wavelet frame
- data points
- computer vision