Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns
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DOI: 10.1007/s00180-014-0543-9
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More about this item
Keywords
Recurrent support vector regression; Non-linear ARMA ; Financial forecasting; C45; C53; F37; F47; G17;All these keywords.
JEL classification:
- C45 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Neural Networks and Related Topics
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- F47 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - Forecasting and Simulation: Models and Applications
- G17 - Financial Economics - - General Financial Markets - - - Financial Forecasting and Simulation
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