English
Related papers

Related papers: Forecasting Stock Market with Support Vector Regre…

200 papers

The Stochastic Volatility (SV) model and its variants are widely used in the financial sector while recurrent neural network (RNN) models are successfully used in many large-scale industrial applications of Deep Learning. Our article…

Econometrics · Economics 2022-01-25 Trong-Nghia Nguyen , Minh-Ngoc Tran , David Gunawan , R. Kohn

Due to the extremely volatile nature of financial markets, it is commonly accepted that stock price prediction is a task full of challenge. However in order to make profits or understand the essence of equity market, numerous market…

Statistical Finance · Quantitative Finance 2018-05-30 Yue-Gang Song , Yu-Long Zhou , Ren-Jie Han

Disease classification is a crucial element of biomedical research. Recent studies have demonstrated that machine learning techniques, such as Support Vector Machine (SVM) modeling, produce similar or improved predictive capabilities in…

Machine Learning · Statistics 2017-08-02 Jessica M. Rudd

Stock trend forecasting, a challenging problem in the financial domain, involves ex-tensive data and related indicators. Relying solely on empirical analysis often yields unsustainable and ineffective results. Machine learning researchers…

Statistical Finance · Quantitative Finance 2024-10-10 Saber Talazadeh , Dragan Perakovic

In this bachelor thesis, we show how four different machine learning methods (Long Short-Term Memory, Random Forest, Support Vector Machine Regression, and k-Nearest Neighbor) perform compared to already successfully applied trading…

Trading and Market Microstructure · Quantitative Finance 2022-08-16 Danijel Jevtic , Romain Deleze , Joerg Osterrieder

Stock market prediction presents considerable challenges for investors, financial institutions, and policymakers operating in complex market environments characterized by noise, non-stationarity, and behavioral dynamics. Traditional…

Machine Learning · Computer Science 2026-05-18 Mohammad Al Ridhawi , Mahtab Haj Ali , Hussein Al Osman

We introduce a novel application of Support Vector Machines (SVM), an important Machine Learning algorithm, to determine the beginning and end of recessions in real time. Nowcasting, "forecasting" a condition about the present time because…

General Finance · Quantitative Finance 2019-06-28 Alexander James , Yaser S. Abu-Mostafa , Xiao Qiao

Support vector machines (SVMs) are widely used and constitute one of the best examined and used machine learning models for two-class classification. Classification in SVM is based on a score procedure, yielding a deterministic…

Machine Learning · Statistics 2023-10-11 Sandra Benítez-Peña , Rafael Blanquero , Emilio Carrizosa , Pepa Ramírez-Cobo

In this short paper, we evaluate the performance of three well-known Machine Learning techniques for predicting the impact of a post in Facebook. Social medias have a huge influence in the social behaviour. Therefore to develop an automatic…

Social and Information Networks · Computer Science 2018-05-16 Emmanuel Sam , Sergey Yarushev , Sebastián Basterrech , Alexey Averkin

An important product measure to determine the effectiveness of software processes is the defect density (DD). In this study, we propose the application of support vector regression (SVR) to predict the DD of new software projects obtained…

Software Engineering · Computer Science 2019-01-14 Cuauhtemoc Lopez-Martin , Mohammad Azzeh , Ali Bou Nassif , Shadi Banitaan

Data mining methods have been widely applied in financial markets, with the purpose of providing suitable tools for prices forecasting and automatic trading. Particularly, learning methods aim to identify patterns in time series and, based…

Machine Learning · Statistics 2013-01-22 Marcelo S. Lauretto , Barbara B. C. Silva , Pablo M. Andrade

This work focuses on a comparison between the performances of two well-known Swarm algorithms: Cuckoo Search (CS) and Firefly Algorithm (FA), in estimating the parameters of Software Reliability Growth Models. This study is further…

Artificial Intelligence · Computer Science 2020-03-11 Najla Akram AL-Saati , Marrwa Abd-AlKareem Alabajee

This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock data from the S&P 500 (2020-2024), we construct dependency…

Portfolio Management · Quantitative Finance 2025-07-29 Zihan Lin , Haojie Liu , Randall R. Rojas

In recent fast-paced financial markets, investors constantly seek ways to gain an edge and make informed decisions. Although achieving perfect accuracy in stock price predictions remains elusive, artificial intelligence (AI) advancements…

Statistical Finance · Quantitative Finance 2024-11-12 Jue Xiao , Tingting Deng , Shuochen Bi

Support vector regression (SVR) has been widely used to reduce the high computational cost of computer simulation. SVR assumes the input parameters have equal sample sizes, but unequal sample sizes are often encountered in engineering…

Signal Processing · Electrical Eng. & Systems 2021-11-09 Maolin Shi , Wei Sun , Xueguan Song , Hongyou Li

Despite marked progress over the past several decades, convective storm nowcasting remains a challenge because most nowcasting systems are based on linear extrapolation of radar reflectivity without much consideration for other…

Atmospheric and Oceanic Physics · Physics 2019-11-01 Lei Han , Juanzhen Sun , Wei Zhang , Yuanyuan Xiu , Hailei Feng , Yinjing Lin

One of the most important studies in finance is to find out whether stock returns could be predicted. This research aims to create a new multivariate model, which includes dividend yield, earnings-to-price ratio, book-to-market ratio as…

Econometrics · Economics 2021-10-06 Jianying Xie

Support vector machine (SVM) is a well-known statistical technique for classification problems in machine learning and other fields. An important question for SVM is the selection of covariates (or features) for the model. Many studies have…

Methodology · Statistics 2022-02-22 Jiahui Zou , Chaoxia Yuan , Xinyu Zhang , Guohua Zou , Alan T. K. Wan

Support Vector Regression (SVR) and its variants are widely used to handle regression tasks, however, since their solution involves solving an expensive quadratic programming problem, it limits its application, especially when dealing with…

Machine Learning · Computer Science 2025-03-14 Reshma Rastogi , Ankush Bisht , Sanjay Kumar , Suresh Chandra

Hierarchical forecasting (HF) is needed in many situations in the supply chain (SC) because managers often need different levels of forecasts at different levels of SC to make a decision. Top-Down (TD), Bottom-Up (BU) and Optimal…

Machine Learning · Computer Science 2019-12-03 Mahdi Abolghasemi , Rob J Hyndman , Garth Tarr , Christoph Bergmeir
‹ Prev 1 3 4 5 6 7 10 Next ›