메뉴 건너뛰기




Volumn 10, Issue 2, 2001, Pages 184-192

Financial forecasting using Support Vector Machines

Author keywords

Back propagation algorithm; Financial time series forecasting; Generalisation; Multi layer perceptron; Support vector machines

Indexed keywords


EID: 0035533512     PISSN: 09410643     EISSN: None     Source Type: Journal    
DOI: 10.1007/s005210170010     Document Type: Article
Times cited : (309)

References (20)
  • 4
    • 0007256530 scopus 로고    scopus 로고
    • Forecasting the 30-year US treasury bond with a system of neural networks
    • Cheng W, Wanger L, Lin CH. Forecasting the 30-year US treasury bond with a system of neural networks. J Computational Intelligence in Finance 1996; 4: 10-16
    • (1996) J Computational Intelligence in Finance , vol.4 , pp. 10-16
    • Cheng, W.1    Wanger, L.2    Lin, C.H.3
  • 5
    • 0000868320 scopus 로고
    • A connectionsist approach to time series prediction: An empirical test
    • Sharda R, Patil RB. A connectionsist approach to time series prediction: an empirical test. Neural Networks in Finance and Investing, 1993; 451-464
    • (1993) Neural Networks in Finance and Investing , pp. 451-464
    • Sharda, R.1    Patil, R.B.2
  • 9
    • 0001959496 scopus 로고    scopus 로고
    • The use of parsimonious neural networks for forecasting financial time series
    • Dorsey R, Sexton R. The use of parsimonious neural networks for forecasting financial time series. J Computational Intelligence in Finance 1998; 6: 24-30
    • (1998) J Computational Intelligence in Finance , vol.6 , pp. 24-30
    • Dorsey, R.1    Sexton, R.2
  • 10
    • 0007187140 scopus 로고    scopus 로고
    • Modeling the MERVAL index with neural networks and the discrete wavelet transform
    • Abecasis SM, Lapenta SL. Modeling the MERVAL index with neural networks and the discrete wavelet transform. J Computational Intelligence in Finance 1997; 5: 15-19
    • (1997) J Computational Intelligence in Finance , vol.5 , pp. 15-19
    • Abecasis, S.M.1    Lapenta, S.L.2
  • 11
    • 0002378584 scopus 로고    scopus 로고
    • Wavelet-based feature extraction and decomposition strategies for financial forecasting
    • VanAussem A, Campbell J, Murtagh F. Wavelet-based feature extraction and decomposition strategies for financial forecasting. J Computational Intelligence in Finance 1998; 6: 5-12
    • (1998) J Computational Intelligence in Finance , vol.6 , pp. 5-12
    • VanAussem, A.1    Campbell, J.2    Murtagh, F.3
  • 13
    • 0031375732 scopus 로고    scopus 로고
    • Nonlinear prediction of chaotic time series using support vector machines
    • Amelia Island, FL
    • Mukherjee S, Osuna E, Girosi F. Nonlinear prediction of chaotic time series using support vector machines. Proc IEEE NNSP'97, Amelia Island, FL, 1997
    • (1997) Proc IEEE NNSP'97
    • Mukherjee, S.1    Osuna, E.2    Girosi, F.3
  • 19
    • 0004240479 scopus 로고    scopus 로고
    • PhD Thesis, GMD, Birlinghoven, Germany
    • Smola AJ. Learning with Kernels. PhD Thesis, GMD, Birlinghoven, Germany, 1998
    • (1998) Learning with Kernels
    • Smola, A.J.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.