Exchange Rates Forecasting with Least Squares Support Vector Machine.
Lixia LiuWenjing WangPublished in: CSSE (5) (2008)
Keyphrases
- supervised learning
- exchange rate
- least squares support vector machine
- ls svm
- foreign exchange
- long run
- stock price
- currency exchange
- variable selection
- cross validation
- small sample
- least squares
- generalization ability
- prior information
- text mining
- receiver operating characteristic
- statistical learning theory
- long term
- support vector