Financial market forecasting using a two-step kernel learning method for the support vector regression
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DOI: 10.1007/s10479-008-0357-7
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- Yang Zhao & Charalampos Stasinakis & Georgios Sermpinis & Filipa Da Silva Fernandes, 2019. "Revisiting Fama–French factors' predictability with Bayesian modelling and copula‐based portfolio optimization," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 24(4), pages 1443-1463, October.
- Mishra, Sasmita & Padhy, Sudarsan, 2019. "An efficient portfolio construction model using stock price predicted by support vector regression," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- George Chalamandaris & Nikos E. Vlachogiannakis, 2018. "Are financial ratios relevant for trading credit risk? Evidence from the CDS market," Annals of Operations Research, Springer, vol. 266(1), pages 395-440, July.
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- Richard G. Anderson & Jane M. Binner & Barry E. Jones & Graham Kendall & Jonathan Tepper & Peter Tino, 2009. "Does money matter in inflation forecasting?," Working Papers 2009-030, Federal Reserve Bank of St. Louis.
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- Tristan Fletcher & John Shawe-Taylor, 2013. "Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction," Computational Economics, Springer;Society for Computational Economics, vol. 42(2), pages 217-240, August.
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Keywords
Financial market forecasting; Kernel learning; LAR/LASSO; Non-negative garrote; Support vector regression;All these keywords.
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