نتایج جستجو برای: vector auto regression
تعداد نتایج: 529054 فیلتر نتایج به سال:
Abstract Support vector regression is a promising method for time-series prediction, as it has good generalisability and an overall stable behaviour. Recent studies have shown that can describe the dynamic characteristics of financial processes make more accurate forecasts than other machine learning techniques. The first main contribution this paper to propose methodology modelling forecasting...
One of the major advantages in using Deep Learning for Finance is to embed a large collection of information into investment decisions. A way to do that is by means of compression, that lead us to consider a smaller feature space. Several studies are proving that non-linear feature reduction performed by Deep Learning tools is effective in price trend prediction. The focus has been put mainly o...
Most works on Support Vector Regression (SVR) focus kernel or loss functions, with the corresponding support vectors obtained using a fixed-radius [Formula: see text]-tube, affording good predictive performance datasets. However, fixed radius limitation prevents adaptive selection of according to data distribution characteristics, compromising SVR-based methods. Therefore, this study proposes a...
This paper studies the addition of linear constraints to Support Vector Regression when kernel is linear. Adding those into problem allows add prior knowledge on estimator obtained, such as finding positive vector, probability vector or monotone data. We prove that related optimization stays a semi-definite quadratic problem. also propose generalization Sequential Minimal Optimization algorithm...
Support Vector Regression (SVR) is usually pursued using the 2–insensitive loss function while, alternatively, the initial regression problem can be reduced to a properly defined classification one. In either case, slack variables have to be introduced in practical interesting problems, the usual choice being the consideration of linear penalties for them. In this work we shall discuss the solu...
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