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相关论文: Forecasting Stock Market with Support Vector Regre…

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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…

计量经济学 · 经济学 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…

统计金融 · 定量金融 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…

机器学习 · 统计学 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…

统计金融 · 定量金融 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…

交易与市场微观结构 · 定量金融 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…

机器学习 · 计算机科学 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…

综合金融 · 定量金融 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…

机器学习 · 统计学 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…

社会与信息网络 · 计算机科学 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…

软件工程 · 计算机科学 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…

机器学习 · 统计学 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…

人工智能 · 计算机科学 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…

投资组合管理 · 定量金融 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…

统计金融 · 定量金融 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…

信号处理 · 电气工程与系统科学 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…

大气与海洋物理 · 物理学 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…

计量经济学 · 经济学 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…

统计方法学 · 统计学 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…

机器学习 · 计算机科学 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…

机器学习 · 计算机科学 2019-12-03 Mahdi Abolghasemi , Rob J Hyndman , Garth Tarr , Christoph Bergmeir