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Financial time series forecasting using twin support vector regression

Financial time series forecasting is a crucial measure for improving and making more robust financial decisions throughout the world. Noisy data and non-stationarity information are the two key factors in financial time series prediction. This paper proposes twin support vector regression for financ...

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Vydáno v:PLoS One
Hlavní autoři: Gupta, Deepak, Pratama, Mahardhika, Ma, Zhenyuan, Li, Jun, Prasad, Mukesh
Médium: Artigo
Jazyk:Inglês
Vydáno: Public Library of Science 2019
Témata:
On-line přístup:https://ncbi.nlm.nih.gov/pmc/articles/PMC6415864/
https://ncbi.nlm.nih.gov/pubmed/30865670
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0211402
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