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Support vector regression based GARCH model with application to forecasting volatility of financial returns
Chen, Shiyi (contributor); Jeong, Kiho (contributor);  … - 2008
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...
Persistent link: https://www.econbiz.de/10003636113
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Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen; Härdle, Wolfgang; Jeong, Kiho - In: Journal of forecasting 29 (2010) 4, pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
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Vorhersage kurzfristiger Aktienkursrenditen : Entwicklung eines maschinellen Lernverfahrens
Thom, Patrick René - 2012 - 1. Aufl.
Persistent link: https://www.econbiz.de/10009577201
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Tehran stock price modeling and forecasting using support vector regression (SVR) and its comparison with the classic model ARIMA
Hajibabaei, Saeed; Hajibabaei, Nematollah; Hosseini, … - In: Iranian economic review : journal of University of Tehran 18 (2014) 2, pp. 105-130
Persistent link: https://www.econbiz.de/10011455426
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Stock market simulation using support vector machines
Rosillo, Rafael; Giner, Javier; Fuente, David de la - In: Journal of forecasting 33 (2014) 6, pp. 488-500
Persistent link: https://www.econbiz.de/10010426237
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Share price time series forecasting for effective supply chain information exchange
Ayyanathan, N.; Kannammal, A. - In: International journal of logistics systems and management 18 (2014) 1, pp. 139-158
Persistent link: https://www.econbiz.de/10010480207
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A stock selection model based on fundamental and technical analysis variables by using artificial neural networks and support vector machines
Emir, Şenol; Dinçer, Hasan; Timor, Mehpare - In: Review of economics & finance (2012) 3, pp. 106-122
Persistent link: https://www.econbiz.de/10009680481
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Forecasting stock index returns using ARIMA-SVM, ARIMA-ANN and ARIMA-random forest hybrid models
Kumar, Manish; Thenmozhi, M. - In: International journal of banking, accounting and finance 5 (2013/2014) 3, pp. 284-308
Persistent link: https://www.econbiz.de/10011474500
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Price and volatility forecasting in electricity with support vector regression and random forest
Kara, Mahmut; Atici, Kazim Baris; Ulucan, Aydin - In: Applied operations research and financial modelling in …, (pp. 101-124). 2021
Persistent link: https://www.econbiz.de/10012660732
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Stock market prediction using evolutionary support vector machines : an application to the ASE20 index
Karathanasopoulos, Andreas; Theofilatos, Konstantinos; … - In: The European journal of finance 22 (2016) 10/12, pp. 1145-1163
Persistent link: https://www.econbiz.de/10011715329