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Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns - MaRDI portal

Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075)

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scientific article; zbMATH DE number 6614308
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English
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
scientific article; zbMATH DE number 6614308

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    Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (English)
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    12 August 2016
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    recurrent support vector regression
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    nonlinear ARMA
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    financial forecasting
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