c-ascending support vector machines for financial time series forecasting

IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, Proceedings (CIFEr)

Volumn 2003-January, Issue , 2003, Pages 317-323

  Cao, Li Juan ^a   Chua, Kok Seng ^a   Guan, Lim Kian ^b  

^a INSTITUTE OF HIGH PERFORMANCE COMPUTING   (Singapore)

^b SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Bonding; Chaos; Economic forecasting; High performance computing; Neural networks; Nonlinear dynamical systems; Parametric statistics; Risk management; Support vector machines; Testing

Indexed keywords

ARTIFICIAL INTELLIGENCE; BONDING; CHAOS THEORY; DYNAMICAL SYSTEMS; FINANCE; FINANCIAL DATA PROCESSING; FORECASTING; NEURAL NETWORKS; NONLINEAR DYNAMICAL SYSTEMS; RISK MANAGEMENT; TESTING; TIME SERIES; VECTORS;

ECONOMIC FORECASTING; FINANCIAL TIME SERIES; FINANCIAL TIME SERIES FORECASTING; HIGH PERFORMANCE COMPUTING; PRIOR KNOWLEDGE; SIMPLE MODIFICATIONS; SUPPORT VECTOR; SUPPORT VECTOR MACHINE (SVMS);

SUPPORT VECTOR MACHINES;

EID: 55349115262     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/CIFER.2003.1196277     Document Type: Conference Paper

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