ε-Descending support vector machines for financial time series forecasting

Neural Processing Letters

Volumn 15, Issue 2, 2002, Pages 179-195

  Tay, Francis E H ^a   Cao, L J ^b  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

^b INSTITUTE OF HIGH PERFORMANCE COMPUTING   (Singapore)

Author keywords

Non stationary financial time series; Structural risk minimization principle; Support vector machines; Tube size

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; DATA STRUCTURES; FINANCIAL DATA PROCESSING; FORECASTING; MATHEMATICAL MODELS; PROBLEM SOLVING; TIME SERIES ANALYSIS;

EPSILON DESCENDING SUPPORT VECTOR MACHINES; FINANCIAL TIME SERIES FORECASTING; STRUCTURAL RISK MINIMIZATION PRINCIPLE;

NEURAL NETWORKS;

EID: 0036530255     PISSN: 13704621     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1015249103876     Document Type: Article

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