Modified support vector machines in financial time series forecasting

• 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
• Institution: National University of Singapore

10.1016/S0925-2312(01)00676-2