Financial time series prediction using least squares support vector machines within the evidence framework

IEEE Transactions on Neural Networks ◽

10.1109/72.935093 ◽

2001 ◽

Vol 12 (4) ◽

pp. 809-821 ◽

Author(s):

T. Van Gestel ◽

J.A.K. Suykens ◽

D.-E. Baestaens ◽

A. Lambrechts ◽

G. Lanckriet ◽

...

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Least Squares ◽

Financial Time Series ◽

Time Series Prediction ◽

Support Vector ◽

Financial Time ◽

Evidence Framework ◽

Vector Machines

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Modified support vector machines in financial time series forecasting

Neurocomputing ◽

10.1016/s0925-2312(01)00676-2 ◽

2002 ◽

Vol 48 (1-4) ◽

pp. 847-861 ◽

Author(s):

Francis E.H. Tay ◽

L.J. Cao

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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Directional Forecasting in Financial Time Series Using Support Vector Machines: The USD/EURO Exchange Rate

SSRN Electronic Journal ◽

10.2139/ssrn.2387655 ◽

2011 ◽

Author(s):

Vasilios Plakandaras ◽

Periklis Gogas ◽

Theophilos Papadimitriou

Keyword(s):

Time Series ◽

Exchange Rate ◽

Support Vector Machines ◽

Financial Time Series ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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Feature Selection for Support Vector Machines in Financial Time Series Forecasting

Intelligent Data Engineering and Automated Learning — IDEAL 2000. Data Mining, Financial Engineering, and Intelligent Agents - Lecture Notes in Computer Science ◽

10.1007/3-540-44491-2_38 ◽

2000 ◽

pp. 268-273 ◽

Author(s):

L. J. Cao ◽

Francis E. H. Tay

Keyword(s):

Time Series ◽

Feature Selection ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines ◽

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Chaotic time series prediction using knowledge based Green’s Kernel and least-squares support vector machines

2007 IEEE International Conference on Systems, Man and Cybernetics ◽

10.1109/icsmc.2007.4414023 ◽

2007 ◽

Author(s):

Tahir Farooq ◽

Aziz Guergachi ◽

Sridhar Krishnan

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Least Squares ◽

Time Series Prediction ◽

Chaotic Time Series ◽

Support Vector ◽

Knowledge Based ◽

Vector Machines ◽

Chaotic Time Series Prediction

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Forecasting financial time series with support vector machines based on dynamic kernels

2008 IEEE Conference on Soft Computing in Industrial Applications ◽

10.1109/smcia.2008.5045969 ◽

2008 ◽

Author(s):

Johannes Mager ◽

Ulrich Paasche ◽

Bernhard Sick

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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c-ascending support vector machines for financial time series forecasting

2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings. ◽

10.1109/cifer.2003.1196277 ◽

2003 ◽

Author(s):

Li Juan Cao ◽

Kok Seng Chua ◽

Lim Kian Guan

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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Financial time series forecasting using support vector machines

Neurocomputing ◽

10.1016/s0925-2312(03)00372-2 ◽

2003 ◽

Vol 55 (1-2) ◽

pp. 307-319 ◽

Author(s):

Kyoung-jae Kim

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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Time series prediction using support vector machines, the orthogonal and the regularized orthogonal least-squares algorithms

International Journal of Systems Science ◽

10.1080/0020772021000017317 ◽

2002 ◽

Vol 33 (10) ◽

pp. 811-821 ◽

Author(s):

K. L. Lee ◽

S. A. Billings

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Least Squares ◽

Time Series Prediction ◽

Support Vector ◽

Orthogonal Least Squares ◽

Vector Machines

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Chaotic time series prediction using least squares support vector machines

Chinese Physics ◽

10.1088/1009-1963/13/4/007 ◽

2004 ◽

Vol 13 (4) ◽

pp. 454-458 ◽

Author(s):

Ye Mei-Ying ◽

Wang Xiao-Dong

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Least Squares ◽

Time Series Prediction ◽

Chaotic Time Series ◽

Support Vector ◽

Vector Machines ◽

Chaotic Time Series Prediction

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Financial Time Series Forecasting Through Support Vector Machines

SSRN Electronic Journal ◽

10.2139/ssrn.1879865 ◽

2011 ◽

Author(s):

vineet meharia

Keyword(s):

Time Series ◽

Support Vector Machines ◽

Financial Time Series ◽

Time Series Forecasting ◽

Support Vector ◽

Financial Time ◽

Vector Machines

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