nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …

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 … opposed to the usual feedforward SVR. -- Recurrent support vector regression ; MLE ; recurrent MLP ; nonlinear ARMA …

quantity in both statistics and computational learning theory. However, determining this quantity exactly is essentially NP … first approach is based on the regression depth method of Rousseeuw and Hubert (1999) in linear regression models. We … compare the results of the regression depth method with the support vector machine approach proposed by Vapnik (1998) and a …

We propose a coherent framework using support vector regression (SRV) for generating and ranking a set of high quality … variables motivated by economic theory, we apply our framework to identify relatively small sets of SVR models with su perior … limited to the country-specific credit-spread-curve factors, lending some support to the rational expectation theory of the …