Support vector machine with adaptive parameters in financial time series forecasting

IEEE Transactions on Neural Networks

Volumn 14, Issue 6, 2003, Pages 1506-1518

  Cao, L J ^a   Tay, Francis E H ^a  

^a NATIONAL UNIVERSITY OF SINGAPORE   (Singapore)

Author keywords

Back propagation (BP) neural network; Neural network; Nonstationarity; Regularized radial basis function (RBF); Support vector machine (SVM)

Indexed keywords

BACKPROPAGATION; COMPUTER SIMULATION; FINANCE; FORECASTING; ITERATIVE METHODS; LAGRANGE MULTIPLIERS; MULTILAYER NEURAL NETWORKS; QUADRATIC PROGRAMMING; RADIAL BASIS FUNCTION NETWORKS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

ADAPTIVE PARAMETERS; BACKPROPAGATION NEURAL NETWORK; FINANCIAL FORECASTING; REGULARIZED RADIAL BASIS FUNCTION NETWORK; SUPPORT VECTOR MACHINE;

LEARNING SYSTEMS;

EID: 0742268991     PISSN: 10459227     EISSN: None     Source Type: Journal    
DOI: 10.1109/TNN.2003.820556     Document Type: Article

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