Support vector machine with adaptive parameters in financial time series forecasting

作者: Li-Juan Cao , Francis Eng Hock Tay

DOI: 10.1109/TNN.2003.820556

关键词:

摘要: … in financial time series forecasting. The feasibility of applying SVM in financial forecasting is first … by incorporating the nonstationarity of financial time series into SVM. Five real futures …

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