41
Views
1
CrossRef citations to date
0
Altmetric
Original Articles

Combining wavelet-based feature extractions with SVMs for financial time series forecasting

Pages 37-48 | Received 01 Jan 2007, Published online: 14 Jun 2013

References

  • Yao , J. and Tan , C. L. 1998 . A case study on using neural networks to perform technical forecasting of forex . Neurocomputing , 34 : 79 – 98 .
  • Zhang , G. and Hu , M. Y. 1998 . Neural network forecasting of the British Pound/US Dollar exchange rate . OMEGA: Int. Journal of Management Science , 26 : 495 – 506 .
  • Cristianini , N. and Shawe-Taylor , J. 2000 . An Introduction to Support Vector Machines , Cambridge University Press .
  • Schoelkopf , B. , Burges , C. J. C. and Smola , A. J. 1999 . Advances in Kernel Methods-Support Vector Learning , Cambridge , MA : MIT Press .
  • Vapnik , V. N. 1995 . The Nature of Statistical Learning Theory , New York : Springer-Verlag .
  • Cao , L. and Tay , F. 2001 . Financial forecasting using support vector machines . Neural Computing & Applications , 10 : 184 – 192 .
  • et al. Financial time series prediction using least squares support vector machines within the evidence framework IEEE Trans. Neural Network 2001 12 809 821
  • Daubechies , I. 1992 . Ten Lectures on Wavelets , Philadelphia : SIAM .
  • Percival , D. and Walden , A. 2000 . Wavelet Methods for Time Series Analysis , Cambridge : Cambridge University Press .
  • Lee , G. H. 1998 . Wavelets and wavelet estimation: a review . Journal of Economic Theory and Econometrics , 4 : 123 – 158 .
  • Gengay , R. , Selçuk , F. and Whitcher , B. 2002 . An Introduction to Wavelets and Other Filtering Methods in Finance and Economics , London : Academic Press .
  • Bruce , A. and Gao , H. Y. 1996 . Applied Wavelet Analysis with SPLUS , New York : Springer-Verlag .
  • Bollerslev , T. 1986 . Generalized autoregressive conditional heteroskedasticity . Journal of Econometrics , 31 : 307 – 327 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.