Financial time series forecasting using twin support vector regression

• Main Authors: Gupta, Deepak, Pratama, Mahardhika, Ma, Zhenyuan, Li, Jun, Prasad, Mukesh
• Other Authors: Martínez-Álvarez, Francisco
• Format: Article
• Language: English
• Published: 2019
• Subjects: DRNTU::Engineering::Computer science and engineering; Finance; Stock Markets
• Online Access: https://hdl.handle.net/10356/105959; http://hdl.handle.net/10220/48827; http://dx.doi.org/10.1371/journal.pone.0211402
• Institution: Nanyang Technological University

Financial time series forecasting is a crucial measure for improving and making more robust financial decisions throughout the world. Noisy data and non-stationarity information are the two key factors in financial time series prediction. This paper proposes twin support vector regression for financ...