Foreign Exchange Rates Forecasting with a C-Ascending Least Squares Support Vector Regression Model.
Lean YuXun ZhangShouyang WangPublished in: ICCS (2) (2009)
Keyphrases
- regression model
- foreign exchange
- least squares
- support vector
- exchange rate
- support vector regression
- ls svm
- early warning
- prediction model
- stock market
- model selection
- regression methods
- linear model
- linear regression
- cross validation
- linear regression model
- logistic regression
- generalized linear models
- regression analysis
- explanatory variables
- support vector machine
- classification accuracy
- kernel regression
- gaussian process
- kernel methods
- kernel function
- multivariate regression
- radial basis function
- loss function
- optical flow
- regression method
- feature selection
- linear regression models
- data mining
- interval valued data
- response variable
- semi parametric
- regression trees
- hyperparameters
- long term