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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Detalles Bibliográficos
Autores principales: Gupta, Deepak, Pratama, Mahardhika, Ma, Zhenyuan, Li, Jun, Prasad, Mukesh
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6415864/
https://www.ncbi.nlm.nih.gov/pubmed/30865670
http://dx.doi.org/10.1371/journal.pone.0211402

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6415864/
https://www.ncbi.nlm.nih.gov/pubmed/30865670
http://dx.doi.org/10.1371/journal.pone.0211402

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