Forecasting multidimensional financial time series with multi-output least squares support vector regression

• 主要作者: Leong, Wai Leong
• 其他作者: PUN Chi Seng
• 格式: Final Year Project
• 語言: English
• 出版: Nanyang Technological University 2021
• 主題: Science::Mathematics; Business::Finance::Equity
• 在線閱讀: https://hdl.handle.net/10356/146091

Forecasting financial time series has always been an area of great interest to both practitioners and researchers. Recently, machine learning techniques such as Neural Network(NN) and Support Vector Machine(SVM) has been studied intensively for stock prediction. However, most of the research done ar...