Financial time series forecasting using independent component analysis and support vector regression

Author:

Lu Chi-Jie,Lee Tian-Shyug,Chiu Chih-Chou

Publisher

Elsevier BV

Subject

Information Systems and Management,Arts and Humanities (miscellaneous),Developmental and Educational Psychology,Information Systems,Management Information Systems

Reference66 articles.

1. Discovering structure in finance using independent component analysis;Back,1997

2. An examination of the random walk model and technical trading rules in the Malaysian stock market;Balachandher;Quarterly Journal of Business & Economics,2002

3. Probabilistic independent component analysis for functional magnetic resonance imaging;Beckmann;IEEE Transactions on Medical Imaging,2004

4. An information-maximization approach to blind separation and blind deconvolution;Bell;Neural Computation,1995

5. Time Series Analysis, Forecasting and Control;Box,1970

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