Cargando…
ℓ (p)-Norm Multikernel Learning Approach for Stock Market Price Forecasting
Linear multiple kernel learning model has been used for predicting financial time series. However, ℓ (1)-norm multiple support vector regression is rarely observed to outperform trivial baselines in practical applications. To allow for robust kernel mixtures that generalize well, we adopt ℓ (p)-norm...
| Autores principales: | , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi Publishing Corporation
2012
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC3544264/ https://www.ncbi.nlm.nih.gov/pubmed/23365561 http://dx.doi.org/10.1155/2012/601296 |