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A hybrid Forecasting Model of Discharges based on Support Vector Machine

✍ Scribed by LI Shijin; JIANG Lingling; ZHU Yuelong; BO Ping


Book ID
119357181
Publisher
Elsevier
Year
2012
Tongue
English
Weight
357 KB
Volume
28
Category
Article
ISSN
1877-7058

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Forecasting volatility with support vect
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## Abstract Recently, support vector machine (SVM), a novel artificial neural network (ANN), has been successfully used for financial forecasting. This paper deals with the application of SVM in volatility forecasting under the GARCH framework, the performance of which is compared with simple movin