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Financial market forecasting using a two-step kernel learning method for the support vector regression
13 references·6 citing·39 second hop
Financial market forecasting using a two-step kernel learning method for the support vector regression (2008)Financial market forecasting using a two-…A Non-Random Walk Down Wall Street (2011)A Non-Random Walk Down Wall S…Forecasting stock market movement direction with support vector machine (2004)Forecasting stock market move…Support vector machine with adaptive parameters in financial time series forecasting (2003)Support vector machine with a…Financial time series forecasting using support vector machines (2003)Financial time series forecas…Investor Psychology and Asset Pricing (2001)Investor Psychology and Asset…Financial time series prediction using least squares support vector machines within the evidence framework (2001)Financial time series predict…Financial Forecasting Using Support Vector Machines (2001)Financial Forecasting Using S…Foundations of Technical Analysis: Computational Algorithms, Statistical Inference, and Empirical Implementation (2000)Foundations of Technical Anal…A non-random walk down Wall Street (1999)A non-random walk down Wall S…Efficient Capital Markets: II (1991)Efficient Capital Markets: IIA Random Walk Down Wall Street (1973)A Random Walk Down Wall StreetEFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)EFFICIENT CAPITAL MARKETS: A …Efficient Capital Markets: A Review of Theory and Empirical Work (1970)Efficient Capital Markets: A …An efficient portfolio construction model using stock price predicted by support vector regression (2019)An efficient portfolio constr…Intraday forecasts of a volatility index: functional time series methods with dynamic updating (2018)Intraday forecasts of a volat…Composite leading search index: a preprocessing method of internet search data for stock trends prediction (2015)Composite leading search inde…Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction (2012)Multiple Kernel Learning with…Multiple Kernel Learning on the Limit Order Book (2010)Multiple Kernel Learning on t…Does money matter in inflation forecasting? 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References

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  • 1970Efficient Capital Markets: A Review of Theory and Empirical Work13,616 cited
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  • 2001Investor Psychology and Asset Pricing2,429 cited
  • 1973A Random Walk Down Wall Street1,743 cited
  • 2003Financial time series forecasting using support vector machines1,734 cited
  • 2004Forecasting stock market movement direction with support vector machine1,119 cited
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  • 2003Support vector machine with adaptive parameters in financial time series forecasting1,008 cited
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  • 2010Does money matter in inflation forecasting?36 cited
  • 2015Composite leading search index: a preprocessing method of internet search data for stock trends prediction

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34 cited
  • 2019An efficient portfolio construction model using stock price predicted by support vector regression32 cited
  • 2010Multiple Kernel Learning on the Limit Order Book29 cited
  • 2012Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction29 cited
  • 2018Intraday forecasts of a volatility index: functional time series methods with dynamic updating22 cited