"Recurrent support vector regression for a non-linear ARMA model with ..."

Shiyi Chen, Kiho Jeong, Wolfgang K. Härdle (2015)

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DOI: 10.1007/S00180-014-0543-9

access: closed

type: Journal Article

metadata version: 2020-10-26

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Shiyi Chen, Kiho Jeong, Wolfgang K. Härdle:
Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns. Comput. Stat. 30(3): 821-843 (2015)

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