C-Ascending Support Vector Machines for Financial Time Series Forecasting

C-Ascending Support Vector Machines for Financial Time Series Forecasting

This paper proposes a modified version of support vector machines (SVMs), called c-ascending support vector machines (c-ASVMs), to model non-stationary financial time series. c-ASVMS are obtained by a simple modification of the regularized risk function in SVMs whereby the recent ?-insensitive error...

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書目詳細資料
Main Authors:	LI, Juan Cao, KOK, Seng Chua, LIM, Kian Guan
格式:	text
語言:	English
出版:	Institutional Knowledge at Singapore Management University 2003
主題:	Finance and Financial Management Portfolio and Security Analysis
在線閱讀:	https://ink.library.smu.edu.sg/lkcsb_research/2783 https://doi.org/10.1109/CIFER.2003.1196277
標簽:	添加標簽沒有標簽, 成為第一個標記此記錄!

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