## 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¦
GARCH prediction using spline wavelet support vector machine
β Scribed by Ling-Bing Tang; Huan-Ye Sheng; Ling-Xiao Tang
- Publisher
- Springer-Verlag
- Year
- 2009
- Tongue
- English
- Weight
- 276 KB
- Volume
- 18
- Category
- Article
- ISSN
- 0941-0643
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