A trend-based segmentation method and the support vector regression for financial time series forecasting

DOI10.1155/2012/615152zbMath1264.91097OpenAlexW2153779067WikidataQ58912308 ScholiaQ58912308MaRDI QIDQ1954994

Pei-Chann Chang, Jheng-Long Wu

Publication date: 11 June 2013

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2012/615152

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Economic time series analysis (91B84)

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Cites Work

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• Chaos control of a fractional-order financial system
• Knowledge-based Green's kernel for support vector regression
• An empirical evaluation of fat-tailed distributions in modeling financial time series
• Discrete Geometry for Computer Imagery

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