Bankruptcy prediction is always a topical issue. The activities of all business entities are directly or indirectly affected by various external and internal factors that may influence a company in insolvency and lead to bankruptcy. It is important to find a suitable tool to assess the future...

In recent years support vector regression (SVR), a novel neural network (NN) technique, has been successfully used for financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH method is proposed and is compared with a moving...

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns Abstract: Motivated by the recurrent Neural Networks, this paper proposes a recurrent Support Vector Regression (SVR) procedure to forecast nonlinear ARMA model based simulated data...

The Turkish version of this paper can be found at: "http://ssrn.com/abstract=2222071" http://ssrn.com/abstract=2222071The study aims to investigate linear GARCH, fractionally integrated FI-GARCH and Asymmetric Power APGARCH models and their nonlinear counterparts based on Support Vector...