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Volumn 3, Issue , 2005, Pages 1633-1638

An improved support vector regression modeling for Taiwan stock exchange market weighted index forecasting

Author keywords

[No Author keywords available]

Indexed keywords

COMPUTER SIMULATION; ERROR ANALYSIS; FORECASTING; LEARNING SYSTEMS; MATHEMATICAL MODELS; PARAMETER ESTIMATION; REGRESSION ANALYSIS;

EID: 33847168067     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper
Times cited : (11)

References (13)
  • 1
    • 0004094721 scopus 로고    scopus 로고
    • Unpublished doctoral dissertation, Germany: Berlin Technical University, Department of Computer Science
    • A. J. Smola, Learning with kernels, Unpublished doctoral dissertation, Germany: Berlin Technical University, Department of Computer Science, 1998.
    • (1998) Learning with kernels
    • Smola, A.J.1
  • 3
    • 0003710380 scopus 로고    scopus 로고
    • Retrieved May 20, 2004, from National Taiwan University, Department of Computer Science and Information Engineering Web site
    • C. C. Chang and C. J. Lin, LIBSVM: A library for support vector machines, Retrieved May 20, 2004, from National Taiwan University, Department of Computer Science and Information Engineering Web site: http://www.csie.edu.tw/~cjlin/papers/libsvm.pdf, 2001.
    • (2001) LIBSVM: A library for support vector machines
    • Chang, C.C.1    Lin, C.J.2
  • 5
    • 0001023715 scopus 로고    scopus 로고
    • Application of support vector machines in financial time series forecasting
    • F. E. H. Tay and L. Cao, "Application of support vector machines in financial time series forecasting," Omega, vol. 29, no. 4, pp. 309-317, 2001.
    • (2001) Omega , vol.29 , Issue.4 , pp. 309-317
    • Tay, F.E.H.1    Cao, L.2
  • 7
    • 0032133950 scopus 로고    scopus 로고
    • Neural Network Forecasting of the British Pound/ US Dollar Exchange Rate
    • G. Zhang and Y. Hu, "Neural Network Forecasting of the British Pound/ US Dollar Exchange Rate," Omega, vol. 26, no. 4, pp. 495-506, 1998.
    • (1998) Omega , vol.26 , Issue.4 , pp. 495-506
    • Zhang, G.1    Hu, Y.2
  • 8
    • 0003830005 scopus 로고    scopus 로고
    • Evaluation of simple performance measures for tuning SVM hyperparameters
    • Singapore: National University of Singapore, Department of Mechanical Engineering
    • K. Duan, S. Keerthi and A. Poo, Evaluation of simple performance measures for tuning SVM hyperparameters (Technical Report), Singapore: National University of Singapore, Department of Mechanical Engineering, 2001.
    • (2001) Technical Report
    • Duan, K.1    Keerthi, S.2    Poo, A.3
  • 9
    • 0242351905 scopus 로고    scopus 로고
    • Financial time series forecasting using support vector machines
    • K. J. Kim, "Financial time series forecasting using support vector machines," Neurocomputing, vol. 55, pp. 307-319, 2003.
    • (2003) Neurocomputing , vol.55 , pp. 307-319
    • Kim, K.J.1
  • 10
    • 33847158166 scopus 로고    scopus 로고
    • Unpublished doctoral dissertation. Taipei: National Taiwan University of Science and Technology, Department of Electronic Engineering
    • P. T. Lin, Support Vector Regression: Systematic Design and Performance Analysis. Unpublished doctoral dissertation. Taipei: National Taiwan University of Science and Technology, Department of Electronic Engineering, 2001.
    • (2001) Support Vector Regression: Systematic Design and Performance Analysis
    • Lin, P.T.1
  • 13
    • 84887252594 scopus 로고    scopus 로고
    • Support vector method for function approximation, regression estimation and signal processing
    • M. Mozer, M. Jordan and T. Petsche Eds, Cambridge, MA: MIT Press, pp
    • V. N. Vapnik, S. Golowich and A. Smola, "Support vector method for function approximation, regression estimation and signal processing," In: M. Mozer, M. Jordan and T. Petsche (Eds.), Advance in Neural information processing system 9, Cambridge, MA: MIT Press, pp. 281-287, 1997.
    • (1997) Advance in Neural information processing system 9 , pp. 281-287
    • Vapnik, V.N.1    Golowich, S.2    Smola, A.3


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.