Support Vector Regression for financial time series forecasting

被引：0
|
作者：
Hao, Wei [1 ]
Yu, Songnian [1 ]
机构：
[1] Shanghai Univ, Sch Comp Engn & Sci, Shanghai, Peoples R China
来源：
KNOWLEDGE ENTERPRISE: INTELLIGENT STRATEGIES IN PRODUCT DESIGN, MANUFACTURING, AND MANAGEMENT | 2006年 / 207卷
关键词：
support vector regression; financial time series forecasting;
D O I：
暂无
中图分类号：
T [工业技术];
学科分类号：
08 ;
摘要：
Recently, Support Vector Regression (SVR) has been a popular tool in financial time series forecasting. This study deals with the application of Support Vector Regression in stock composite index forecasting. A preprocessing method for accelerating support vector regression training is presented in this paper. Then we propose a method of support vector regression by modifying the regularized risk function. A data set from Shanghai Stock Exchange is used for the experiments to test the validity of our methods.
引用
收藏
页码：825 / +
页数：2
相关论文
共 50 条
  • [21] Rejection Based Support Vector Machines for Financial Time Series Forecasting
    Rosowsky, Yasin I.
    Smith, Robert E.
    [J]. 2013 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2013,
  • [22] Input Selection in Support Vector Regression for Univariate Time Series Forecasting
    Riyani, Dini
    Prastyo, Dedy Dwi
    Suhartono
    [J]. 2ND INTERNATIONAL CONFERENCE ON SCIENCE, MATHEMATICS, ENVIRONMENT, AND EDUCATION, 2019, 2019, 2194
  • [23] A hybrid support vector regression model of chaotic time series forecasting
    Wu, CH
    Peng, KL
    Goo, YJJ
    [J]. PROCEEDINGS OF THE 7TH JOINT CONFERENCE ON INFORMATION SCIENCES, 2003, : 1759 - 1763
  • [24] Outliers treatment in support vector regression for financial time series prediction
    Yang, HQ
    Huang, KZ
    Chan, LW
    King, I
    Lyu, MR
    [J]. NEURAL INFORMATION PROCESSING, 2004, 3316 : 1260 - 1265
  • [25] Financial Time Series Prediction Using a Support Vector Regression Network
    Li, Boyang
    Hu, Jinglu
    Hirasawa, Kotaro
    [J]. 2008 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-8, 2008, : 621 - 627
  • [26] Adaptively Weighted Support Vector Regression for Financial Time Series Prediction
    Li, Zhijie
    Li, Yuanxiang
    Yu, Fei
    Ge, Dahai
    [J]. PROCEEDINGS OF THE 2014 INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS (IJCNN), 2014, : 3062 - 3065
  • [27] Support vector machine for regression and applications to financial forecasting
    Trafalis, TB
    Ince, H
    [J]. IJCNN 2000: PROCEEDINGS OF THE IEEE-INNS-ENNS INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOL VI, 2000, : 348 - 353
  • [28] c-ascending support vector machines for financial time series forecasting
    Cao, LJ
    Chua, KS
    Guan, LK
    [J]. 2003 IEEE INTERNATIONAL CONFERENCE ON COMPUTATIONAL INTELLIGENCE FOR FINANCIAL ENGINEERING, PROCEEDINGS, 2003, : 317 - 323
  • [29] Forecasting Financial Time Series with Support Vector Machines Based on Dynamic Kernels
    Mager, Johannes
    Paasche, Ulrich
    Sick, Bernhard
    [J]. 2008 IEEE CONFERENCE ON SOFT COMPUTING IN INDUSTRIAL APPLICATIONS SMCIA/08, 2009, : 252 - +
  • [30] A fast grid search method in support vector regression forecasting time series
    Bao, Yukun
    Liu, Zhitao
    [J]. INTELLIGENT DATA ENGINEERING AND AUTOMATED LEARNING - IDEAL 2006, PROCEEDINGS, 2006, 4224 : 504 - 511
12345