Comparison of support-vector machines and back propagation neural networks in forecasting the six major Asian stock markets
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- Marek Bundzel & Tomas Kasanicky & Richard Pincak, 2016. "Using String Invariants for Prediction Searching for Optimal Parameters," Papers 1606.06003, arXiv.org.
- Hakob GRIGORYAN, 2015. "Stock Market Prediction using Artificial Neural Networks. Case Study of TAL1T, Nasdaq OMX Baltic Stock," Database Systems Journal, Academy of Economic Studies - Bucharest, Romania, vol. 6(2), pages 14-23, October.
- repec:rau:journl:v:11:y:2016:i:4.1:p:54-73 is not listed on IDEAS
- ?enol Emir & Hasan Din?er & Mehpare Timor, 2012. "A Stock Selection Model Based on Fundamental and Technical Analysis Variables by Using Artificial Neural Networks and Support Vector Machines," Review of Economics & Finance, Better Advances Press, Canada, vol. 2, pages 106-122, August.
- Pincak, R., 2013. "The string prediction models as invariants of time series in the forex market," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(24), pages 6414-6426.
- Bundzel, Marek & Kasanický, Tomáš & Pinčák, Richard, 2016. "Using string invariants for prediction searching for optimal parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 444(C), pages 680-688.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015.
"“Regional Forecasting with Support Vector Regressions: The Case of Spain”,"
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201507, University of Barcelona, Research Institute of Applied Economics, revised Jan 2015.
- Oscar Claveria & Enric Monte & Salvador Torra, 2015. "“Regional Forecasting with Support Vector Regressions: The Case of Spain”," AQR Working Papers 201506, University of Barcelona, Regional Quantitative Analysis Group, revised Jan 2015.
- Duan, Wen-Qi & Stanley, H. Eugene, 2011. "Cross-correlation and the predictability of financial return series," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 390(2), pages 290-296.
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Keywordsfinancial forecasting; support vector machines; SVMs; backpropagation neural networks; Asian stock markets; data mining; electronic finance; e-finance.;
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