GBP/USD Currency Exchange Rate Time Series Forecasting Using Regularized Least-Squares Regression Method.
Hongxing LiZhaoben FangDongming ZhaoPublished in: World Congress on Engineering (2007)
Keyphrases
- regression method
- regularized least squares
- exchange rate
- currency exchange
- support vector regression
- sparse representation
- kernel function
- reproducing kernel hilbert space
- regression model
- partial least squares
- linear regression
- stock price
- regression analysis
- regularization term
- artificial neural networks
- support vector
- support vector machine
- kernel methods
- machine learning
- signal processing
- long run
- least squares
- computer vision
- learning algorithm