ε Descending Support Vector Machines for Financial Time Series Forecasting.

Francis Eng Hock Tay Lijuan Cao

Published in: Neural Process. Lett. (2002)

Keyphrases

financial time series forecasting
support vector
learning machines
support vector regression
large margin classifiers
financial time series
support vector machine
kernel function
generalization ability
feature selection
pattern recognition
data mining
stock market
feature extraction
data analysis
multi class