Machine Learning for Multi-step Ahead Forecasting of Volatility Proxies.
Jacopo De StefaniOlivier CaelenDalila HattabGianluca BontempiPublished in: MIDAS@PKDD/ECML (2017)
Keyphrases
- machine learning
- exchange rate
- financial time series
- garch model
- application of machine learning methods
- pattern recognition
- grey model
- machine learning methods
- text mining
- stock price
- stock market
- learning problems
- data mining
- medium term
- artificial intelligence
- computer vision
- inductive learning
- machine learning algorithms
- knowledge acquisition
- computational intelligence
- information extraction
- active learning
- short term
- learning tasks
- learning systems
- inductive logic programming
- semi supervised learning
- machine learning approaches
- decision trees
- early warning
- turning points
- weather forecasting
- supervised learning