ℓp-Norm Multikernel Learning Approach for Stock Market Price Forecasting
نویسندگان
چکیده
منابع مشابه
ℓ p-Norm Multikernel Learning Approach for Stock Market Price Forecasting
Linear multiple kernel learning model has been used for predicting financial time series. However, ℓ(1)-norm multiple support vector regression is rarely observed to outperform trivial baselines in practical applications. To allow for robust kernel mixtures that generalize well, we adopt ℓ(p)-norm multiple kernel support vector regression (1 ≤ p < ∞) as a stock price prediction model. The optim...
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ژورنال
عنوان ژورنال: Computational Intelligence and Neuroscience
سال: 2012
ISSN: 1687-5265,1687-5273
DOI: 10.1155/2012/601296