Modified support vector machines in financial time series forecasting

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:	Non-stationary financial time series Regularized risk function Structural risk minimization principle Support vector machines
Online Access:	http://scholarbank.nus.edu.sg/handle/10635/68319
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Institution:	National University of Singapore

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