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Forecasting the movement direction of exchange rate with polynomial smooth support vector machine
7 references·0 citing·33 second hop
Forecasting the movement direction of exchange rate with polynomial smooth support vector machine (2012)Forecasting the movement direction of exc…To combine or not to combine: selecting among forecasts and their combinations (2004)To combine or not to combine:…The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production (2004)The forecasting performance o…Non-parametric direct multi-step estimation for forecasting economic processes (2004)Non-parametric direct multi-s…Forecasting economic and financial time-series with non-linear models (2004)Forecasting economic and fina…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Modified support vector machines in financial time series forecasting (2002)Modified support vector machi…How should additive Holt–Winters estimates be corrected? (1998)How should additive Holt–Wint…Time Series Analysis: Forecasting and Control (1977)A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle (1989)Comparing Predictive Accuracy (1994)Forecasting industrial production and the early detection of turning points (2004)25 Years of Iif Time Series Forecasting: A Selective Review (2005)Nonlinearity and structural stability in the Phillips curve: Evidence from Turkey (2010)Comparing Predictive Accuracy (1995)Hybridization of evolutionary Levenberg–Marquardt neural networks and data pre-processing for stock market prediction (2012)Climate sentiments, transition risk, and financial stability in a stock-flow consistent model (2021)Forecasting gold price using a novel hybrid model with ICEEMDAN and LSTM-CNN-CBAM (2022)Forecasting with artificial neural networks: (1998)Predicting direction of stock price index movement using artificial neural networks and support vector machines: The sample of the Istanbul Stock Exchange (2010)Predicting stock and stock price index movement using Trend Deterministic Data Preparation and machine learning techniques (2014)Stock market's price movement prediction with LSTM neural networks (2017)Forecasting Sales by Exponentially Weighted Moving Averages (1960)Exponential smoothing: The state of the art (1985)Forecasting, Structural Time Series Models and the Kalman Filter (1990)Stock market prediction system with modular neural networks (1990)A Nonparametric Approach to Pricing and Hedging Derivative Securities Via Learning Networks (1994)Introduction to financial forecasting (1996)SVR with hybrid chaotic genetic algorithms for tourism demand forecasting (2010)Online portfolio selection (2014)Time series forecasting for nonlinear and non-stationary processes: a review and comparative study (2015)The Combination of Forecasts (1969)Forecasting realized volatility in a changing world: A dynamic model averaging approach (2015)Improving forecasting accuracy of time series data using a new ARIMA-ANN hybrid method and empirical mode decomposition (2019)Forecast combinations: An over 50-year review (2022)A Comparison of Linear and Nonlinear Univariate Models for Forecasting Macroeconomic Time Series (1999)Principles of Forecasting (2001)A comparison of direct and iterated multistep AR methods for forecasting macroeconomic time series (2005)Forecasting with Mixed-Frequency Data (2012)Markov-Switching MIDAS Models (2012)Neural Networks for Time-Series Forecasting (2012)
this work references cited by second hop

References

  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2002Modified support vector machines in financial time series forecasting372 cited
  • 2004To combine or not to combine: selecting among forecasts and their combinations325 cited
  • 2004Forecasting economic and financial time-series with non-linear models295 cited
  • 2004Non-parametric direct multi-step estimation for forecasting economic processes121 cited
  • 2004The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production85 cited
  • 1998How should additive Holt–Winters estimates be corrected?47 cited

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