Modified support vector machines in financial time series forecasting
暂无分享,去创建一个
[1] S. Hyakin,et al. Neural Networks: A Comprehensive Foundation , 1994 .
[2] Alexander J. Smola,et al. Support Vector Method for Function Approximation, Regression Estimation and Signal Processing , 1996, NIPS.
[3] Amir F. Atiya,et al. Introduction to financial forecasting , 1996, Applied Intelligence.
[4] Alexander J. Smola,et al. Learning with kernels , 1998 .
[5] Milton S. Boyd,et al. Forecasting futures trading volume using neural networks , 1995 .
[6] F. Girosi,et al. Nonlinear prediction of chaotic time series using support vector machines , 1997, Neural Networks for Signal Processing VII. Proceedings of the 1997 IEEE Signal Processing Society Workshop.
[7] John Moody,et al. Architecture Selection Strategies for Neural Networks: Application to Corporate Bond Rating Predicti , 1995, NIPS 1995.
[8] Guido Deboeck,et al. Trading on the Edge: Neural, Genetic, and Fuzzy Systems for Chaotic Financial Markets , 1994 .
[9] Vladimir N. Vapnik,et al. The Nature of Statistical Learning Theory , 2000, Statistics for Engineering and Information Science.
[10] Bernhard Schölkopf,et al. Extracting Support Data for a Given Task , 1995, KDD.
[11] Kazuo Asakawa,et al. Stock market prediction system with modular neural networks , 1990, 1990 IJCNN International Joint Conference on Neural Networks.
[12] Thorsten Joachims,et al. Text categorization with support vector machines , 1999 .
[13] Timothy L. Urban,et al. A neural network approach to mutual fund net asset value forecasting , 1996 .
[14] Michael S. Schmidt,et al. Identifying Speakers With Support Vector Networks , 1996 .
[15] M. Niranjan,et al. Sequential support vector machines , 1999, Neural Networks for Signal Processing IX: Proceedings of the 1999 IEEE Signal Processing Society Workshop (Cat. No.98TH8468).
[16] Derek W. Bunn,et al. Financial time series modelling with discounted least squares backpropagation , 1997, Neurocomputing.
[17] Herbert Gish,et al. Speaker identification via support vector classifiers , 1996, 1996 IEEE International Conference on Acoustics, Speech, and Signal Processing Conference Proceedings.
[18] Bernhard Schölkopf,et al. Learning with kernels , 2001 .
[19] Bernhard Schölkopf,et al. A tutorial on support vector regression , 2004, Stat. Comput..
[20] Michael Y. Hu,et al. Neural network forecasting of the British pound/US dol-lar exchange rate , 1998 .
[21] Gunnar Rätsch,et al. Predicting Time Series with Support Vector Machines , 1997, ICANN.