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Support vector machine with adaptive parameters in financial time series forecasting
2 references·16 citing·46 second hop
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this work references cited by second hop

References

  • 2001Application of support vector machines in financial time series forecasting1,270 cited
  • 1996Designing a neural network for forecasting financial and economic time series1,092 cited

Cited by

  • 2009Financial time series forecasting using independent component analysis and support vector regression538 cited
  • 2012Support vector regression with chaos-based firefly algorithm for stock market price forecasting466 cited
  • 2021Financial time series forecasting with multi-modality graph neural network431 cited
  • 2017A feature weighted support vector machine and K-nearest neighbor algorithm for stock market indices prediction382 cited
  • 2017The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression257 cited
  • 2008A hybrid SOFM-SVR with a filter-based feature selection for stock market forecasting257 cited
  • 2010A multiple-kernel support vector regression approach for stock market price forecasting255 cited
  • 2014Online portfolio selection245 cited
  • 2018Temporal Attention-Augmented Bilinear Network for Financial Time-Series Data Analysis238 cited
  • 2012PAMR: Passive aggressive mean reversion strategy for portfolio selection235 cited
  • 2022Bayesian optimization based dynamic ensemble for time series forecasting215 cited

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2019
Machine Learning for Quantitative Finance Applications: A Survey
199 cited
  • 2017Forecasting price movements using technical indicators: Investigating the impact of varying input window length190 cited
  • 2006Pattern discovery of fuzzy time series for financial prediction180 cited
  • 2007A Hybrid Neurogenetic Approach for Stock Forecasting175 cited
  • 2010A method for automatic stock trading combining technical analysis and nearest neighbor classification172 cited