Improving option price forecasts with neural networks and support vector regressions.
Xun LiangHaisheng ZhangJianguo XiaoYing ChenPublished in: Neurocomputing (2009)
Keyphrases
- neural network
- support vector
- pattern recognition
- radial basis function
- fuzzy logic
- logistic regression
- self organizing maps
- artificial neural networks
- hyperplane
- kernel function
- back propagation
- kernel methods
- maximum margin
- multi class classification
- neural network model
- svm classifier
- loss function
- genetic algorithm
- fault diagnosis
- linear discriminant analysis
- feed forward
- recurrent neural networks
- support vector machine
- generalization ability
- multi layer
- fuzzy systems
- linear model
- training algorithm
- multi layer perceptron
- learning machines
- reinforcement learning