ε-Descending support vector machines for financial time series forecasting

ε-Descending support vector machines for financial time series forecasting

10.1023/A:1015249103876

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Bibliographic Details
Main Authors: Tay, F.E.H., Cao, L.J.
Other Authors: MECHANICAL ENGINEERING
Format: Article
Published: 2014
Subjects:
Non-stationary financial time series
Structural risk minimization principle
Support vector machines
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Online Access:http://scholarbank.nus.edu.sg/handle/10635/61708
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Institution: National University of Singapore
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Summary:10.1023/A:1015249103876

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