Concepedia

Incorporating feature selection method into support vector regression for stock index forecasting

Wensheng Dai, Yuehjen E. Shao, Chi-Jie Lu

Neural Computing and Applications · 2012 · 40 citations · 39 references

Concepts

ComputingFinanceFinancial ManagementForecastingMachine LearningTime Series AnalysisFeature SelectionFinancial ForecastingForecasting MethodsSupport Vector MachinesTime Series ForecastingTime Series PredictionFeature Engineering For ForecastingFeature Selection For ClassificationFeature Selection For ForecastingFeature Selection For RegressionFeature-based ForecastingStock Return ForecastingSupport Vector Regression

References

39

LIBSVM

Chih-Chung Chang, Chih‐Jen Lin · ACM Transactions on Intelligent Systems and Technology · 2011 · 41.3K citations

Computing, Computer Science, Machine Learning +12

Multivariate Adaptive Regression Splines

Jerome H. Friedman · The Annals of Statistics · 1991 · 8.1K citations · Full text

Natural Sciences, Biostatistics, Data Analytics +16

An overview of statistical learning theory

Vladimir Vapnik · IEEE Transactions on Neural Networks · 1999 · 6.2K citations

Computing, Computer Science, Mathematics +10

A Practical Guide to Support Vector Classication

Chih‐Wei Hsu, Chih-Chung Chang, Chih‐Jen Lin · 2008 · 5.1K citations

Computing, Computer Science, Data Mining +9

Forecasting with artificial neural networks:

Guoqiang Zhang, B. Eddy Patuwo, Michael Y. Hu · International Journal of Forecasting · 1998 · 4.2K citations

Computing, Computer Science, Artificial Intelligence +11