91 search results - page 1 / 19 » Financial time series prediction using a support vector regr... |
IJCNN
2008
IEEE
13 years 11 months ago
2008
IEEE
Abstract— This paper presents a novel support vector regression (SVR) network for financial time series prediction. The SVR network consists of two layers of SVR: transformation...
IJCNN
2006
IEEE
13 years 11 months ago
2006
IEEE
— We consider the regression problem for financial time series. Typically, financial time series are non-stationary and volatile in nature. Because of its good generalization p...
ICONIP
2004
13 years 6 months ago
2004
Recently, the Support Vector Regression (SVR) has been applied in the financial time series prediction. The financial data are usually highly noisy and contain outliers. Detecting ...
ESANN
2008
13 years 6 months ago
2008
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
ISNN
2010
Springer
13 years 3 months ago
2010
Springer
Abstract. A forecasting approach based on Multi-Layer Perceptron (MLP) Artificial Neural Networks (named by the authors MULP) is proposed for the NN5 111 time series long-term, out...