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

• Main Author: Leong, Wai Leong
• Other Authors: PUN Chi Seng
• Format: Final Year Project
• Language: English
• Published: Nanyang Technological University 2021
• Subjects: Science::Mathematics; Business::Finance::Equity
• Online Access: https://hdl.handle.net/10356/146091
• Institution: Nanyang Technological University

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...