Modified support vector machines in financial time series forecasting

Francis E. H. Tay; Leilei Cao

doi:10.1016/s0925-2312(01)00676-2

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Modified support vector machines in financial time series forecasting

Francis E. H. Tay Leilei Cao

Year: 2002 Journal: Neurocomputing Vol: 48 (1-4)Pages: 847-861 Publisher: Elsevier BV

DOI: 10.1016/s0925-2312(01)00676-2

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Keywords:

Support vector machine Relevance vector machine Computer science Structured support vector machine Series (stratigraphy) Least squares support vector machine Data mining Artificial intelligence Machine learning

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372

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25.28

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1.00

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Topics

Complex Systems and Time Series Analysis

Social Sciences → Economics, Econometrics and Finance → Economics and Econometrics

Stock Market Forecasting Methods

Social Sciences → Decision Sciences → Management Science and Operations Research

Energy Load and Power Forecasting

Physical Sciences → Engineering → Electrical and Electronic Engineering

Modified support vector machines in financial time series forecasting

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Citation History

Topics

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