Pages that link to "Item:Q970173"
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The following pages link to Financial market forecasting using a two-step kernel learning method for the support vector regression (Q970173):
Displaying 14 items.
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
- Composite leading search index: a preprocessing method of internet search data for stock trends prediction (Q893052) (← links)
- Synergies of operations research and data mining (Q976388) (← links)
- An improved method of support vector machine and its applications to financial time series forecasting. (Q1407830) (← links)
- Are financial ratios relevant for trading credit risk? Evidence from the CDS market (Q1621926) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Multi-criteria optimization in regression (Q2070684) (← links)
- Robust low-rank multiple kernel learning with compound regularization (Q2239908) (← links)
- Forecasting government bond spreads with heuristic models: evidence from the eurozone periphery (Q2288926) (← links)
- Intraday forecasts of a volatility index: functional time series methods with dynamic updating (Q2288944) (← links)
- (Q3611454) (← links)
- Nonlinear vertex discriminant analysis with reproducing kernels (Q4969832) (← links)
- (Q4996348) (← links)
- Intuitionistic fuzzy least square twin support vector machines for pattern classification (Q6601538) (← links)
