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The primary objective of this research is to obtain an accurate forecasting model for the US presidential election. To …
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Neural networks (NN) and fuzzy logic systems (FLS) are used successfully for financial forecasting, credit rating and …
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financial forecasting. This paper deals with the application of SVR in volatility forecasting. Based on a recurrent SVR, a GARCH … 30, 2005. The experiment shows that, under both varying and fixed forecasting schemes, the SVR-based GARCH outperforms … examined to the free parameters. Keywords: recurrent support vector regression ; GARCH model ; volatility forecasting …
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