Monitoring Volatility Change for Time Series Based on Support Vector Regression.
Sangyeol LeeChang Kyeom KimDongwuk KimPublished in: Entropy (2020)
Keyphrases
- support vector regression
- autoregressive conditional heteroscedasticity
- hybrid model
- singular spectrum analysis
- forecasting accuracy
- stock price
- regression model
- support vector
- garch model
- support vector machine
- stock market
- turning points
- hybrid genetic
- response surface methodology
- financial time series
- kernel learning
- wavelet frame
- kernel function
- support vector machine svm
- wavelet neural network
- back propagation neural network
- support vector classification
- financial markets
- artificial neural networks
- high dimension space
- forecasting model
- neural network
- nonlinear regression
- non stationary
- electronic equipment
- image sequences
- image processing
- learning algorithm