epsilon-Descending Support Vector Machines for Financial Time Series Forecasting.
Lijuan CaoFrancis Eng Hock TayPublished in: IDEAL (2000)
Keyphrases
- financial time series forecasting
- support vector
- learning machines
- support vector regression
- large margin classifiers
- financial time series
- support vector machine
- multi class
- sample complexity
- feature selection
- machine learning
- classification accuracy
- support vector machine svm
- kernel function
- generalization ability