Recently, Support Vector Regression (SVR) has been a popular tool in financial time series forecasting. This study deals with the application of Support Vector Regression in stock composite index forecasting. A preprocessing method for accelerating support vector regression training is presented in this paper. Then we propose a method of support vector regression by modifying the regularized risk function. A data set from Shanghai Stock Exchange is used for the experiments to test the validity of our methods. © 2006 International Federation for Information Processing.
CITATION STYLE
Hao, W., & Yu, S. (2006). Support Vector Regression for financial time series forecasting. In IFIP International Federation for Information Processing (Vol. 207, pp. 825–830). https://doi.org/10.1007/0-387-34403-9_115
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