Forecasting volatility based on wavelet support vector machine-Reference-Cited by-同舟云学术

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Forecasting volatility based on wavelet support vector machine

Published:2009-03 Issue:2 Volume:36 Page:2901-2909
ISSN:0957-4174
Container-title:Expert Systems with Applications
language:en
Short-container-title:Expert Systems with Applications

Author:

Tang Ling-Bing,Tang Ling-Xiao,Sheng Huan-Ye

Publisher

Elsevier BV

Subject

Artificial Intelligence,Computer Science Applications,General Engineering

Reference23 articles.

1. Neural networks for pattern recognition;Bishop,1996

2. A generalized autoregressive conditional heteroskedasticity;Bollerslev;Journal of Econometrics,1986

3. The wavelet transform: Time–frequency localization and signal analysis;Daubechies;IEEE Transactions on Information Theory,1990

4. Ten lectures on wavelets;Daubechies,1992

5. The behavior of the volatility implicit in the prices of stock in dex options;Day;Journal of Financial Economics,1988

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