Financial time series forecasting based on wavelet kernel support vector machine.
Chao HuangLili HuangTingting HanPublished in: ICNC (2012)
Keyphrases
- financial time series forecasting
- wavelet kernel
- support vector machine
- wavelet support vector machine
- support vector machine svm
- support vector regression
- gaussian kernel
- financial time series
- non stationary
- generalization ability
- multiscale
- support vector
- multi class
- kernel function
- kernel methods
- k nearest neighbor
- feature vectors
- feature selection
- machine learning
- radial basis function
- knn
- feature space
- training data
- neural network
- nearest neighbor
- back propagation
- financial data
- wavelet filters
- pattern recognition
- feature extraction