A hybrid forecasting algorithm based on SVR and wavelet decomposition
Year of publication: |
2018
|
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Authors: | Paraskevopoulos, Timotheos ; Posch, Peter N. |
Published in: |
Quantitative finance and economics. - [Springfield, Mo.] : AIMS Press, ISSN 2573-0134, ZDB-ID 2937262-8. - Vol. 2.2018, 3, p. 525-553
|
Subject: | regression | spectral analysis | time series | financial markets | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Zustandsraummodell | State space model |
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