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IJCNN
2000
IEEE

Support Vector Machine for Regression and Applications to Financial Forecasting

13 years 9 months ago
Support Vector Machine for Regression and Applications to Financial Forecasting
The main purpose of this paper is to compare the support vector machine (SVM) developed by Vapnik with other techniques such as Backpropagation and Radial Basis Function (RBF) Networks for financial forecasting applications. The theory of the SVM algorithm is based on statistical learning theory. Training of SVMs leads to a quadratic programming (QP) problem. Preliminary computational results for stock price prediction are also presented.
Theodore B. Trafalis, Huseyin Ince
Added 31 Jul 2010
Updated 31 Jul 2010
Type Conference
Year 2000
Where IJCNN
Authors Theodore B. Trafalis, Huseyin Ince
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