91 search results - page 2 / 19 » Financial time series prediction using a support vector regr... |
IJCNN
2000
IEEE
13 years 10 months ago
2000
IEEE
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) Net...
DMIN
2006
13 years 7 months ago
2006
- In this paper we propose a new methodology for Cost-Benefit analysis in a multiple time series prediction problem. The proposed model is evaluated in a real world application bas...
ESANN
2001
13 years 7 months ago
2001
Prediction of financial time series using artificial neural networks has been the subject of many publications, even if the predictability of financial series remains a subject of ...
ICANN
1997
Springer
13 years 9 months ago
1997
Springer
NIPS
2003
13 years 7 months ago
2003
We consider the question of predicting nonlinear time series. Kernel Dynamical Modeling (KDM), a new method based on kernels, is proposed as an extension to linear dynamical model...