Forecasting volatility based on wavelet support vector machine.
Ling-Bing TangLing-Xiao TangHuan-Ye ShengPublished in: Expert Syst. Appl. (2009)
Keyphrases
- wavelet support vector machine
- stock returns
- financial distress
- wavelet kernel
- support vector machine
- early warning
- financial time series
- stock market
- stock price
- exchange rate
- cross sectional
- financial markets
- support vector machine svm
- developed countries
- multiscale
- puts forward
- garch model
- short term
- stock data
- cash flow