Forecasting the movement direction of exchange rate with polynomial smooth support vector machine

Author:

Yuan Yubo

Publisher

Elsevier BV

Subject

Computer Science Applications,Modeling and Simulation

Reference24 articles.

1. How should additive Holt–Winters estimates be corrected?;Lawton;International Journal of Forecasting,1998

2. Non-parametric direct multistep estimation for forecasting economic processes;Chevillon;International Journal of Forecasting,2005

3. The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production;Franses;International Journal of Forecasting,2005

4. Forecasting the final vintage of real personal disposable income: a state space approach;Patterson;International Journal of Forecasting,1995

5. Time Series Analysis by State Space Methods;Durbin,2001

Cited by 27 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献

1. A new LASSO-BiLSTM-based ensemble learning approach for exchange rate forecasting;Engineering Applications of Artificial Intelligence;2024-01

2. Comparison of Machine Learning Classifiers for Exchange Rate Trend Forecasting;2022 13th International Conference on Information, Intelligence, Systems & Applications (IISA);2022-07-18

3. Data-Driven Trend Forecasting in Stock Market Using Machine Learning Techniques;Research Anthology on Machine Learning Techniques, Methods, and Applications;2022-05-13

4. A Kalman filter-based hybridization model of statistical and intelligent approaches for exchange rate forecasting;Journal of Modelling in Management;2020-09-04

5. Model selection for one‐day‐ahead AUD/USD, AUD/EUR forecasts;International Journal of Finance & Economics;2020-07-29

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370

www.globalauthorid.com

TOP

Copyright © 2019-2024 北京同舟云网络信息技术有限公司
京公网安备11010802033243号  京ICP备18003416号-3