## 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
β¦ LIBER β¦
A support vector machine based MSM model for financial short-term volatility forecasting
β Scribed by Baohua Wang, Hejiao Huang, Xiaolong Wang
- Book ID
- 118787459
- Publisher
- Springer-Verlag
- Year
- 2011
- Tongue
- English
- Weight
- 925 KB
- Volume
- 22
- Category
- Article
- ISSN
- 0941-0643
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