Grey relational grade in local support vector regression for financial time series prediction

Expert Systems with Applications ◽

10.1016/j.eswa.2011.07.100 ◽

2012 ◽

Vol 39 (3) ◽

pp. 2256-2262 ◽

Author(s):

Hui Jiang ◽

Wenwu He

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

Financial Time ◽

Local Support ◽

Grey Relational Grade ◽

Grey Relational

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Local Support Vector Regression for Financial Time Series Prediction

The 2006 IEEE International Joint Conference on Neural Network Proceedings ◽

10.1109/ijcnn.2006.1716301 ◽

2006 ◽

Author(s):

Kaizhu Huang ◽

Haiqin Yang ◽

I. King ◽

M.R. Lyu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

Financial Time ◽

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Local Support Vector Regression for Financial Time Series Prediction

The 2006 IEEE International Joint Conference on Neural Network Proceedings ◽

10.1109/ijcnn.2006.246628 ◽

2006 ◽

Author(s):

Kaizhu Huang ◽

Haiqin Yang ◽

I. King ◽

M.R. Lyu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

Financial Time ◽

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Financial time series prediction using a support vector regression network

2008 IEEE International Joint Conference on Neural Networks (IEEE World Congress on Computational Intelligence) ◽

10.1109/ijcnn.2008.4633858 ◽

2008 ◽

Author(s):

Boyang Li ◽

Jinglu Hu ◽

Kotaro Hirasawa

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

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Practical Bayesian support vector regression for financial time series prediction and market condition change detection

Quantitative Finance ◽

10.1080/14697688.2016.1267868 ◽

2017 ◽

Vol 17 (9) ◽

pp. 1403-1416 ◽

Author(s):

T. Law ◽

J. Shawe-Taylor

Keyword(s):

Time Series ◽

Change Detection ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Market Condition ◽

Support Vector ◽

Financial Time ◽

Condition Change ◽

Bayesian Support

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Adaptively weighted support vector regression for financial time series prediction

2014 International Joint Conference on Neural Networks (IJCNN) ◽

10.1109/ijcnn.2014.6889426 ◽

2014 ◽

Author(s):

Zhijie Li ◽

Yuanxiang Li ◽

Fei Yu ◽

Dahai Ge

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

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Financial time series prediction by a hybrid memetic computation-based support vector regression (MA-SVR) method

International Journal of Operational Research ◽

10.1504/ijor.2015.069625 ◽

2015 ◽

Vol 23 (3) ◽

pp. 321 ◽

Author(s):

Mohammad Baboli ◽

Mohammad Saniee Abadeh

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

Financial Time ◽

Memetic Computation

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Financial time series prediction based on grey model integrated with support vector regression

2009 IEEE International Conference on Grey Systems and Intelligent Services (GSIS 2009) ◽

10.1109/gsis.2009.5408249 ◽

2009 ◽

Author(s):

Jiang Hui ◽

Wang Zhizhong

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

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Financial Time Series Prediction Using Non-fixed and Asymmetrical Margin Setting with Momentum in Support Vector Regression

Neural Information Processing: Research and Development - Studies in Fuzziness and Soft Computing ◽

10.1007/978-3-540-39935-3_18 ◽

2004 ◽

pp. 334-350 ◽

Author(s):

Haiqin Yang ◽

Irwin King ◽

Laiwan Chan ◽

Kaizhu Huang

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

Margin Setting ◽

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Outliers Treatment in Support Vector Regression for Financial Time Series Prediction

Neural Information Processing - Lecture Notes in Computer Science ◽

10.1007/978-3-540-30499-9_196 ◽

2004 ◽

pp. 1260-1265 ◽

Author(s):

Haiqin Yang ◽

Kaizhu Huang ◽

Laiwan Chan ◽

Irwin King ◽

Michael R. Lyu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

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Financial Time Series Forecasting Using a Compound Model Based on Wavelet Frame and Support Vector Regression

2008 Fourth International Conference on Natural Computation ◽

10.1109/icnc.2008.455 ◽

2008 ◽

Author(s):

Wensheng Dai ◽

Chi-Jie Lu

Keyword(s):

Time Series ◽

Support Vector Regression ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Wavelet Frame ◽

Financial Time ◽

Model Based ◽

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