ε-Descending support vector machines for financial time series forecasting

10.1023/A:1015249103876

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Main Authors: Tay, F.E.H., Cao, L.J.
Other Authors: MECHANICAL ENGINEERING
Format: Article
Published: 2014
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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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spelling sg-nus-scholar.10635-617082023-08-14T09:47:06Z ε-Descending support vector machines for financial time series forecasting Tay, F.E.H. Cao, L.J. MECHANICAL ENGINEERING Non-stationary financial time series Structural risk minimization principle Support vector machines Tube size 10.1023/A:1015249103876 Neural Processing Letters 15 2 179-195 NPLEF 2014-06-17T06:38:22Z 2014-06-17T06:38:22Z 2002-04 Article Tay, F.E.H., Cao, L.J. (2002-04). ε-Descending support vector machines for financial time series forecasting. Neural Processing Letters 15 (2) : 179-195. ScholarBank@NUS Repository. https://doi.org/10.1023/A:1015249103876 13704621 http://scholarbank.nus.edu.sg/handle/10635/61708 000175102000007 Scopus
institution National University of Singapore
building NUS Library
continent Asia
country Singapore
Singapore
content_provider NUS Library
collection ScholarBank@NUS
topic Non-stationary financial time series
Structural risk minimization principle
Support vector machines
Tube size
spellingShingle Non-stationary financial time series
Structural risk minimization principle
Support vector machines
Tube size
Tay, F.E.H.
Cao, L.J.
ε-Descending support vector machines for financial time series forecasting
description 10.1023/A:1015249103876
author2 MECHANICAL ENGINEERING
author_facet MECHANICAL ENGINEERING
Tay, F.E.H.
Cao, L.J.
format Article
author Tay, F.E.H.
Cao, L.J.
author_sort Tay, F.E.H.
title ε-Descending support vector machines for financial time series forecasting
title_short ε-Descending support vector machines for financial time series forecasting
title_full ε-Descending support vector machines for financial time series forecasting
title_fullStr ε-Descending support vector machines for financial time series forecasting
title_full_unstemmed ε-Descending support vector machines for financial time series forecasting
title_sort ε-descending support vector machines for financial time series forecasting
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/61708
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