Modified support vector machines in financial time series forecasting

10.1016/S0925-2312(01)00676-2

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Bibliographic Details
Main Authors: Tay, F.E.H., Cao, L.J.
Other Authors: MECHANICAL ENGINEERING
Format: Review
Published: 2014
Subjects:
Online Access:http://scholarbank.nus.edu.sg/handle/10635/68319
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Institution: National University of Singapore
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spelling sg-nus-scholar.10635-683192023-10-25T21:57:49Z Modified support vector machines in financial time series forecasting Tay, F.E.H. Cao, L.J. MECHANICAL ENGINEERING Non-stationary financial time series Regularized risk function Structural risk minimization principle Support vector machines 10.1016/S0925-2312(01)00676-2 Neurocomputing 48 847-861 NRCGE 2014-06-18T06:12:04Z 2014-06-18T06:12:04Z 2002-10 Review Tay, F.E.H., Cao, L.J. (2002-10). Modified support vector machines in financial time series forecasting. Neurocomputing 48 : 847-861. ScholarBank@NUS Repository. https://doi.org/10.1016/S0925-2312(01)00676-2 09252312 http://scholarbank.nus.edu.sg/handle/10635/68319 000178464600048 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
Regularized risk function
Structural risk minimization principle
Support vector machines
spellingShingle Non-stationary financial time series
Regularized risk function
Structural risk minimization principle
Support vector machines
Tay, F.E.H.
Cao, L.J.
Modified support vector machines in financial time series forecasting
description 10.1016/S0925-2312(01)00676-2
author2 MECHANICAL ENGINEERING
author_facet MECHANICAL ENGINEERING
Tay, F.E.H.
Cao, L.J.
format Review
author Tay, F.E.H.
Cao, L.J.
author_sort Tay, F.E.H.
title Modified support vector machines in financial time series forecasting
title_short Modified support vector machines in financial time series forecasting
title_full Modified support vector machines in financial time series forecasting
title_fullStr Modified support vector machines in financial time series forecasting
title_full_unstemmed Modified support vector machines in financial time series forecasting
title_sort modified support vector machines in financial time series forecasting
publishDate 2014
url http://scholarbank.nus.edu.sg/handle/10635/68319
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