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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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| I publikationen: | PLoS One |
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| Huvudupphovsmän: | , , , , |
| Materialtyp: | Artigo |
| Språk: | Inglês |
| Publicerad: |
Public Library of Science
2019
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| Ämnen: | |
| Länkar: | 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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