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European Exchange Trading Funds Trading with Locally Weighted Support Vector Regression.
Georgios Sermpinis
Charalampos Stasinakis
Rafael Rosillo
David de la Fuente
Published in:
Eur. J. Oper. Res. (2017)
Keyphrases
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support vector regression
locally weighted
regression model
support vector machine svm
hybrid model
kernel function
support vector classification
support vector
linear regression
polynomial regression
machine learning
learning algorithm
training data
bayesian networks
dimensionality reduction