Online option price forecasting by using unscented Kalman filters and support vector machines

Expert Systems with Applications

Volumn 34, Issue 4, 2008, Pages 2819-2825

  Huang, Shian Chang ^a  

^a NATIONAL CHANGHUA UNIVERSITY OF EDUCATION   (Taiwan)

Author keywords

Hybrid forecasting; Neural network; Online forecasting; Support vector machine; Unscented Kalman filter

Indexed keywords

FINANCIAL DATA PROCESSING; KALMAN FILTERS; MATHEMATICAL MODELS; NEURAL NETWORKS; ONLINE SYSTEMS; SUPPORT VECTOR MACHINES;

HYBRID FORECASTING; ONLINE FORECASTING; PRICE FORECASTING; UNSCENTED KALMAN FILTERS;

COSTS;

EID: 38649093286     PISSN: 09574174     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.eswa.2007.05.018     Document Type: Article

References (12)

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