Modified support vector machines in financial time series forecasting
type: Item
instance of: scholarly article
title: Modified support vector machines in financial time series forecasting
zbMATH Open document ID: 1006.68777
DOI: 10.1016/S0925-2312(01)00676-2
author: Francis E. H. Tay
author: Lijuan Cao
published in: Neurocomputing
publication date: 2003-01-09T00:00:00Z
Mathematics Subject Classification ID: 68U99
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 1851867
zbMATH Keywords: Non-stationary financial time series
zbMATH Keywords: Support vector machines
zbMATH Keywords: Regularized risk function
zbMATH Keywords: Structural risk minimization principle
MaRDI profile type: Publication
description: scientific article; zbMATH DE number 1851867