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Quantitative Finance Volume 17, 2017 - Issue 9
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Research Papers

Practical Bayesian support vector regression for financial time series prediction and market condition change detection

T. LawDepartment of Computer Science, University College London, Gower Street, London, WC1E 6BTUnited Kingdom.Correspondence[email protected]
ORCID Iconhttp://orcid.org/0000-0003-0482-6697View further author information
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J. Shawe-TaylorDepartment of Computer Science, University College London, Gower Street, London, WC1E 6BTUnited Kingdom.ORCID Iconhttp://orcid.org/0000-0002-2030-0073View further author information
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Pages 1403-1416 | Received 08 Apr 2016, Accepted 18 Nov 2016, Published online: 09 Mar 2017

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