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Volumn 33, Issue 5, 2005, Pages 19-22

Modified SVM and its application to time series forecasting

Author keywords

Decomposition cooperation weighted support vector machine; Stock index; Support vector machine; Time series

Indexed keywords

CACHE MEMORY; DECOMPOSITION; FORECASTING; MACHINE DESIGN; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

EID: 22844437897     PISSN: 1000565X     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article
Times cited : (4)

References (9)
  • 3
    • 0003120218 scopus 로고    scopus 로고
    • Fast training of support vector machines using sequential minimal optimization
    • Scholkopf B., Burges C. and Smola A., Cambridge: MIT Press
    • Platt J. Fast training of support vector machines using sequential minimal optimization [A]. Scholkopf B, Burges C, Smola A. Advances in Kernel Methods-Support Vector Learning [C]. Cambridge: MIT Press, 1999. 185-208.
    • (1999) Advances in Kernel Methods-Support Vector Learning , pp. 185-208
    • Platt, J.1
  • 4
    • 84898983292 scopus 로고    scopus 로고
    • Using analytic QP and sparseness to speed training of support vector machines
    • Kearns M., Solla S. and Cohn D., Cambridge: MIT Press
    • Platt J. Using analytic QP and sparseness to speed training of support vector machines [A]. Kearns M, Solla S, Cohn D. Advances in Neural Information Processing Systems [C]. Cambridge: MIT Press, 1999. 557-563.
    • (1999) Advances in Neural Information Processing Systems , pp. 557-563
    • Platt, J.1
  • 6
    • 0031334889 scopus 로고    scopus 로고
    • An improved training algorithm for support vector machines
    • New York: ICNNSP97
    • Osuna E, Freund R, Girosi F. An improved training algorithm for support vector machines [R]. New York: ICNNSP97, 1997. 276-285.
    • (1997) , pp. 276-285
    • Osuna, E.1    Freund, R.2    Girosi, F.3
  • 7
    • 0003425662 scopus 로고    scopus 로고
    • Support vector machines: Training and application
    • Cambridge: Massachusetts Institute of Technology
    • Osuna E, Freund R, Girosi F. Support vector machines: Training and application [R]. Cambridge: Massachusetts Institute of Technology, 1997.
    • (1997)
    • Osuna, E.1    Freund, R.2    Girosi, F.3
  • 8
    • 0036825901 scopus 로고    scopus 로고
    • Modified support vector machines in financial time series forecasting
    • Francis E H Tay, Cao L J. Modified support vector machines in financial time series forecasting [J]. Neurocomputing, 2002, 48: 847-861.
    • (2002) Neurocomputing , vol.48 , pp. 847-861
    • Francis, E.H.T.1    Cao, L.J.2
  • 9
    • 0001023715 scopus 로고    scopus 로고
    • Application of support vector machines in financial time series forecasting
    • Francis E H tay, Cao L J. Application of support vector machines in financial time series forecasting [J]. Omega, 2001, 29: 309-317.
    • (2001) Omega , vol.29 , pp. 309-317
    • Francis, E.H.T.1    Cao, L.J.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.