Application of support vector machines in financial time series forecasting

Application of support vector machines in financial time series forecasting

10.1016/S0305-0483(01)00026-3

Saved in:

Bibliographic Details
Main Authors:	Tay, F.E.H., Cao, L.
Other Authors:	MECHANICAL ENGINEERING
Format:	Article
Published:	2014
Subjects:	BP neural network Generalization Structural risk minimization principle Support vector machines
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/59570
Tags:	Add Tag No Tags, Be the first to tag this record!
Institution:	National University of Singapore

Similar Items

Modified support vector machines in financial time series forecasting
by: Tay, F.E.H., et al.
Published: (2014)

ε-Descending support vector machines for financial time series forecasting
by: Tay, F.E.H., et al.
Published: (2014)

Flood stage forecasting with support vector machines
by: Liong, S.-Y., et al.
Published: (2014)

Support vector machine with adaptive parameters in financial time series forecasting
by: Cao, L.J., et al.
Published: (2014)

Saliency analysis of support vector machines for feature selection
by: Tay, F.E.H., et al.
Published: (2014)

A comparative study of saliency analysis and genetic algorithm for feature selection in support vector machines
by: Tay, F.E.H., et al.
Published: (2014)

Financial forecasting using Support Vector Machines
by: Cao, L., et al.
Published: (2014)

Improved financial time series forecasting by combining Support Vector Machines with self-organizing feature map
by: Tay, F.E.H., et al.
Published: (2014)

Time series forecasting using wavelet and support vector machine
by: FONG KENG MUN
Published: (2010)

Multiclassification of tool wear with support vector machine by manufacturing loss consideration
by: Sun, J., et al.
Published: (2014)

Hidden Logistic Linear Regression for Support Vector Machine based phone verification
by: Li, B., et al.
Published: (2013)

Support vector machine classification of physical and biological datasets
by: Cai, C.-Z., et al.
Published: (2014)

Support vector machine in chaotic hydrological time series forecasting
by: YU XINYING
Published: (2010)

Support vector machines model for classification of thermal error in machine tools
by: Ramesh, R., et al.
Published: (2014)

Privacy-preserving outsourced support vector machine design for secure drug discovery
by: LIU, Ximeng, et al.
Published: (2020)

Flow categorization model for improving forecasting
by: Sivapragasam, C., et al.
Published: (2014)

Parallel sequential minimal optimization for the training of support vector machines
by: Cao, L.J., et al.
Published: (2014)

Prediction of transporter family from protein sequence by support vector machine approach
by: Lin, H.H., et al.
Published: (2014)

Developing parallel sequential minimal optimization for fast training support vector machine
by: Cao, L.J., et al.
Published: (2014)

Saliency analysis of support vector machines for gene selection in tissue classification
by: Cao, L., et al.
Published: (2016)

Time-Series Link Prediction Using Support Vector Machines
by: Fernandez, Proceso L, Jr, et al.
Published: (2017)

Thermal error measurement and modelling in machine tools. Part II. Hybrid Bayesian Network - Support vector machine model
by: Ramesh, R., et al.
Published: (2014)

Prediction of antifungal activity with support vector machine
by: Li, Z.-R., et al.
Published: (2014)

Power harmonics analysis for electrical device signature identification using the artificial neural network and support vector machine
by: NG WIN SIAU
Published: (2010)

Learning with support vector machines for query-by-multiple-examples
by: Dell, Z., et al.
Published: (2013)

Question Classification using Support Vector Machines
by: Zhang, D., et al.
Published: (2013)

Link Prediction in a Weighted Network Using Support Vector Machine
by: Co, Jan Miles, et al.
Published: (2016)

Incorporating prior-knowledge in support vector machines by kernel adaptation
by: Veillard, A., et al.
Published: (2013)

An extended Lagrangian support vector machine for classifications
by: Yang, X., et al.
Published: (2014)

Convergence of the extended Lagrangian support vector machine
by: Yang, X.W., et al.
Published: (2014)

Extraction of brain tumor from MR images using one-class support vector machine
by: Zhou, J., et al.
Published: (2014)

Extraction of brain tumor from MR images using one-class support vector machine
by: Zhou, J., et al.
Published: (2016)

Kernel methods for the incorporation of prior-knowledge into support vector machines
by: VEILLARD ANTOINE PAUL MITSUMASA
Published: (2013)

Bayesian approach to support vector machines
by: CHU WEI
Published: (2010)

Efficient and prediction enhancement schemes in chaotic hydrological time series analysis
by: DULAKSHI S.K. KARUNASINGHA
Published: (2010)

Investigation into the use of support vector machine for -omics applications
by: GUO YANGFAN
Published: (2012)

Prediction of bond dissociation enthalpy of antioxidant phenols by support vector machine
by: Chanin Nantasenamat, et al.
Published: (2011)

Stability regions for constrained nonlinear systems and their functional characterization via support-vector-machine learning
by: Ong, C.J., et al.
Published: (2014)

Multi-label classification of pH levels using support vector machines
by: Luta, Raphael Benedict G., et al.
Published: (2019)

Machine learning approach in pharmacokinetics and toxicity prediction
by: YAP CHUN WEI
Published: (2010)