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Fama-French three versus five, which model is better? : a machine learning approach

Diallo, Boubacar; Bagudu, Aliyu; Zhang, Qi - In: Journal of forecasting 42 (2023) 6, pp. 1461-1475

Persistent link: https://www.econbiz.de/10014338932

Options Pricing Via Statistical Learning Techniques : The Support Vector Regression Approach

Andreou, Panayiotis C.; Charalambous, Christakis; … - 2008

Regression is a novel nonparametric methodology that has been developed in the context of statistical learning theory and until …

Persistent link: https://www.econbiz.de/10014217379

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - 2020

In this paper we survey the most recent advances in supervised machine learning and highdimensional models for time … predictive ability are brie y reviewed. Finally, we discuss application of machine learning in economics and finance and provide …

Persistent link: https://www.econbiz.de/10012390030

Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

Relaxed support vector regression

Panagopoulos, Orestis P.; Xanthopoulos, Petros; … - In: Computational biomedicine, (pp. 191-210). 2019

Persistent link: https://www.econbiz.de/10012016832

Can machine learning algorithms deliver superior models for rental guides?

Trinkaus, Oliver; Kauermann, Göran - In: Wirtschafts- und sozialstatistisches Archiv : eine … 17 (2023) 3/4, pp. 305-330

Persistent link: https://www.econbiz.de/10014448106

Learning from MOM's principles : Le Cam's approach

Lecué, Guillaume; Lerasle, Matthieu - 2017

Persistent link: https://www.econbiz.de/10012198593

Recurrent support vector regression for a nonlinear ARMA model with applications to forecasting financial returns

Chen, Shiyi (contributor); Jeong, Kiho (contributor); … - 2008

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...

Persistent link: https://www.econbiz.de/10003770766

Financial risk forecasting with nonlinear dynamics and support vector regression

Tung, H. K. K.; Wong, Michael C. S. - In: Journal of the Operational Research Society : OR 60 (2009) 5, pp. 685-695

Persistent link: https://www.econbiz.de/10003872394

Recurrent Support Vector Regression for a Nonlinear ARMA Model with Applications to Forecasting Financial Returns

Chen, Shiyi - 2016

Motivated by recurrent neural networks, this paper proposes a recurrent support vector regression (SVR) procedure to forecast nonlinear ARMA model based simulated data and real data of financial returns. The forecasting ability of the recurrent SVR based ARMA model is compared with five...

Persistent link: https://www.econbiz.de/10012997751

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