\(\varepsilon\)-descending support vector machines for financial time series forecasting

DOI10.1023/A:1015249103876zbMath1008.68745MaRDI QIDQ1857748

Francis E. H. Tay, Lijuan Cao

Publication date: 19 February 2003

Published in: Neural Processing Letters (Search for Journal in Brave)

zbMATH Keywords

support vector machinesnon-stationary financial time seriesstructural risk minimization principletube size

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Computing methodologies and applications (68U99)

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