c-ascending support vector machines for financial time series forecasting.

Lijuan Cao Kok Seng Chua Lim Kian Guan

Published in: CIFEr (2003)

Keyphrases

financial time series forecasting
support vector
support vector regression
learning machines
large margin classifiers
financial time series
support vector machine
kernel function
classification accuracy
stock market
feature selection
generalization ability
multi class
data mining
data streams
model selection