Financial market forecasting using a two-step kernel learning method for the support vector regression

DOI10.1007/s10479-008-0357-7zbMath1185.91154OpenAlexW2162875157MaRDI QIDQ970173

Li Wang, Ji Zhu

Publication date: 10 May 2010

Published in: Annals of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10479-008-0357-7

zbMATH Keywords

support vector regressionkernel learningfinancial market forecastingLAR/LASSOnon-negative garrote

Mathematics Subject Classification ID

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

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Cites Work

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• Financial forecasting using support vector machines
• Least angle regression. (With discussion)
• Forecasting stock market movement direction with support vector machine
• Piecewise linear regularized solution paths
• Better Subset Regression Using the Nonnegative Garrote
• Choosing multiple parameters for support vector machines

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