𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A support vector machine based MSM model for financial short-term volatility forecasting

✍ 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

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Forecasting volatility with support vect
✍ Shiyi Chen; Wolfgang K. HΓ€rdle; Kiho Jeong πŸ“‚ Article πŸ“… 2009 πŸ› John Wiley and Sons 🌐 English βš– 502 KB

## 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

Support vector machines for short-term e
✍ Mohamed Mohandes πŸ“‚ Article πŸ“… 2002 πŸ› John Wiley and Sons 🌐 English βš– 165 KB

Short-term electrical load forecasting plays a vital role in the electric power industries. It ensures the availability of supply of electricity, as well as providing the means of avoiding over-and under-utilization of generating capacity and therefore optimizes energy prices. Several methods have b