Practical Bayesian support vector regression for financial time series prediction and market condition change detection
نویسندگان
چکیده
منابع مشابه
Practical Bayesian support vector regression for financial time series prediction and market condition change detection
Support vector regression (SVR) has long been proven to be a successful tool to predict financial time series. The core idea of this study is to outline an automated framework for achieving a faster and easier parameter selection process, and at the same time, generating useful prediction uncertainty estimates in order to effectively tackle flexible real-world financial time series prediction p...
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ژورنال
عنوان ژورنال: Quantitative Finance
سال: 2017
ISSN: 1469-7688,1469-7696
DOI: 10.1080/14697688.2016.1267868