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Multivariate and Online Prediction of Closing Price Using Kernel Adaptive Filtering
This paper proposes a multivariate and online prediction of stock prices via the paradigm of kernel adaptive filtering (KAF). The prediction of stock prices in traditional classification and regression problems needs independent and batch-oriented nature of training. In this article, we challenge th...
| Autores principales: | , , , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Hindawi
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8709756/ https://www.ncbi.nlm.nih.gov/pubmed/34956352 http://dx.doi.org/10.1155/2021/6400045 |