A Bayesian nonlinear support vector mach
β
Tony Van Gestel; Marcelo Espinoza; Bart Baesens; Johan A. K. Suykens; Carine Bra
π
Article
π
2006
π
John Wiley and Sons
π
English
β 385 KB
The use of linear error correction models based on stationarity and cointegration analysis, typically estimated with least squares regression, is a common technique for financial time series prediction. In this paper, the same formulation is extended to a nonlinear error correction model using the i