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Accurate time series prediction over long future horizons is challenging and of great interest to both practitioners and academics. As a well-known intelligent algorithm, the standard formulation of Support Vector Regression (SVR) could be…

Machine Learning · Computer Science 2014-01-14 Yukun Bao , Tao Xiong , Zhongyi Hu

The participants of the electricity market concern very much the market price evolution. Various technologies have been developed for price forecast. SVM (Support Vector Machine) has shown its good performance in market price forecast. Two…

General Finance · Quantitative Finance 2009-11-13 C. Gao , E. Bompard , R. Napoli , Q. Wan

This essay investigates the question of how the naive Bayes classifier and the support vector machine compare in their ability to forecast the Stock Exchange of Thailand. The theory behind the SVM and the naive Bayes classifier is explored.…

Machine Learning · Computer Science 2015-12-01 Napas Udomsak

This paper proposed a model to predict the stock price based on combining Self-Organizing Map (SOM) and fuzzy-Support Vector Machines (f-SVM). Extraction of fuzzy rules from raw data based on the combining of statistical machine learning…

Artificial Intelligence · Computer Science 2014-08-25 Duc-Hien Nguyen , Manh-Thanh Le

An accurate load forecasting has always been one of the main indispensable parts in the operation and planning of power systems. Among different time horizons of forecasting, while short-term load forecasting (STLF) and long-term load…

Machine Learning · Statistics 2019-06-13 Arghavan Zare-Noghabi , Morteza Shabanzadeh , Hossein Sangrody

A popular machine-learning model for regression tasks, including stock-market prediction, weather forecasting and real-estate pricing, is the classical support vector regression (SVR). However, a practically realisable quantum SVR remains…

Quantum Physics · Physics 2025-03-18 Archismita Dalal , Mohsen Bagherimehrab , Barry C. Sanders

The prediction of stock prices is an important task in economics, investment and making financial decisions. This has, for decades, spurred the interest of many researchers to make focused contributions to the design of accurate stock price…

Statistical Finance · Quantitative Finance 2020-06-08 Bradley J. Pillay , Absalom E. Ezugwu

In the recent literature, Support Vector Regression (SVR) has been cited as one of the weakest performers on the California Housing benchmark dataset, with Preethi et al. (2025)specifically ranking it last among the algorithms they tested,…

Machine Learning · Computer Science 2026-05-12 Emmanuel Adutwum

The diversified ecology in nature had various forms of swarm behaviors in many species. The butterfly species is one of the prominent and a bit insightful in their random flights and converting that into an artificial metaphor would lead to…

Robotics · Computer Science 2022-09-19 Chakravarthi J , Vinod Babu P , Pavan B , Ashok U , Marek Kolencik , Martin Šebesta , Ramakanth Illa

An appropriate calibration and forecasting of volatility and market risk are some of the main challenges faced by companies that have to manage the uncertainty inherent to their investments or funding operations such as banks, pension funds…

Risk Management · Quantitative Finance 2020-08-19 E. Ramos-Pérez , P. J. Alonso-González , J. J. Núñez-Velázquez

News items have a significant impact on stock markets but the ways are obscure. Many previous works have aimed at finding accurate stock market forecasting models. In this paper, we use text mining and sentiment analysis on Chinese online…

Machine Learning · Computer Science 2019-09-30 Yancong Xie , Hongxun Jiang

Modern high-frequency trading (HFT) environments are characterized by sudden price spikes that present both risk and opportunity, but conventional financial models often fail to capture the required fine temporal structure. Spiking Neural…

Machine Learning · Computer Science 2025-12-08 Brian Ezinwoke , Oliver Rhodes

The soft-margin support vector machine (SVM) is a ubiquitous tool for prediction of binary-response data. However, the SVM is characterized entirely via a numerical optimization problem, rather than a probability model, and thus does not…

Methodology · Statistics 2020-07-24 Hien D Nguyen , Daniel V Fryer

In this paper, we develop a new approach to the very short-term point forecasting of electricity prices in the continuous market. It is based on the Support Vector Regression with a kernel correction built on additional forecast of…

Applications · Statistics 2024-11-26 Andrzej Puć , Joanna Janczura

This paper proposes a novel trading system which plays the role of an artificial counselor for stock investment. In this paper, the stock future prices (technical features) are predicted using Support Vector Regression. Thereafter, the…

General Finance · Quantitative Finance 2019-08-09 Hadi NekoeiQachkanloo , Benyamin Ghojogh , Ali Saheb Pasand , Mark Crowley

Predicting the stock market trend has always been challenging since its movement is affected by many factors. Here, we approach the future trend prediction problem as a machine learning classification problem by creating tomorrow_trend…

Statistical Finance · Quantitative Finance 2022-01-31 Taylan Kabbani , Fatih Enes Usta

This paper aims at improving the classification accuracy of a Support Vector Machine (SVM) classifier with Sequential Minimal Optimization (SMO) training algorithm in order to properly classify failure and normal instances from oil and gas…

Machine Learning · Computer Science 2021-01-01 Zhiyuan Chen , Isa Dino , Nik Ahmad Akram

This research paper introduces innovative approaches for multivariate time series forecasting based on different variations of the combined regression strategy. We use specific data preprocessing techniques which makes a radical change in…

Machine Learning · Statistics 2024-05-09 Aryan Bhambu , Arabin Kumar Dey

Globally, wind energy has lessened the burden on conventional fossil fuel based power generation. Wind resource assessment for onshore and offshore wind farms aids in accurate forecasting and analyzing nature of ramp events. From an…

Signal Processing · Electrical Eng. & Systems 2020-12-01 Harsh S. Dhiman , Dipankar Deb

The support vector machine (SVM) algorithm is well known to the computer learning community for its very good practical results. The goal of the present paper is to study this algorithm from a statistical perspective, using tools of…

Statistics Theory · Mathematics 2008-12-18 Gilles Blanchard , Olivier Bousquet , Pascal Massart