Forecasting NIKKEI 225 index with support vector machine

zbMath1050.93068MaRDI QIDQ1433515

Lean Yu, Shou-Yang Wang, Wei Huang, Yoshiteru Nakamori

Publication date: 18 June 2004

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

forecastingsupport vector machinemultivariate classification

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Estimation and detection in stochastic control theory (93E10)

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