Concepedia

Modified support vector machines in financial time series forecasting

Francis E. H. Tay, Leilei Cao

Neurocomputing · 2002 · 373 citations · 15 references

Concepts

ComputingData ScienceFinanceForecastingMachine LearningTime Series AnalysisFinancial ForecastingFinancial Time Series AnalysisKernel MethodsSupport Vector MachinesTime Series ForecastingTime Series PredictionFinancial Time Series ForecastingForecasting SystemsStock Return ForecastingSupport Vector Machine ClassificationSupport Vector Regression

References

15

A tutorial on support vector regression

Alex Smola, Bernhard Schölkopf · Statistics and Computing · 2004 · 13K citations

Computing, Computer Science, Data Mining +11

Support Vector Method for Function Approximation, Regression Estimation and Signal Processing

Vladimir Vapnik, Steven E. Golowich, Alex Smola · 1996 · 2.7K citations

Natural Sciences, Computer Science, Optimization +13

A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks

James M. Hutchinson, Andrew W. Lo, Tomaso Poggio · The Journal of Finance · 1994 · 715 citations

Business, Economics, Finance +17

Stock market prediction system with modular neural networks

Tsunenobu Kimoto, Kazuo Asakawa, Minami Yoda et al. · 1990 · 654 citations

Computing, Data Science, Finance +17

Extracting support data for a given task

Bernhard Schölkopf, Chris Burges, Vladimir Vapnik · 1995 · 542 citations

Computing, Computer Science, Data Science +16