Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
type: Item
instance of: scholarly article
title: Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
zbMATH Open document ID: 1342.65027
author: Shiyi Chen
author: Kiho Jeong
author: Wolfgang K. Härdle
published in: Computational Statistics
publication date: 2016-08-12T00:00:00Z
full work available at URL: SFB649DP2008-051.pdf
Mathematics Subject Classification ID: 62-08
Mathematics Subject Classification ID: 62P05
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 68T05
zbMATH DE Number: 6614308
zbMATH Keywords: recurrent support vector regression
zbMATH Keywords: nonlinear ARMA
zbMATH Keywords: financial forecasting
MaRDI profile type: Publication
OpenAlex ID: W2059335753
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DOI: 10.1007/S00180-014-0543-9
description: scientific article; zbMATH DE number 6614308