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Portfolio selection with support vector regression: multiple kernels comparison.
Pedro Alexandre Moura Barros Henrique
Pedro Henrique Melo Albuquerque
Sarah Sabino De Freitas Marcelino
Yaohao Peng
Published in:
Int. J. Bus. Intell. Data Min. (2021)
Keyphrases
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support vector regression
portfolio selection
kernel function
support vector classification
kernel learning
support vector
regression model
hybrid model
support vector machine
support vector machine svm
kernel methods
feature space
multiple kernel learning