91 search results - page 8 / 19 » Financial time series prediction using a support vector regr... |
BMCBI
2007
13 years 8 months ago
2007
Background: Causal networks based on the vector autoregressive (VAR) process are a promising statistical tool for modeling regulatory interactions in a cell. However, learning the...
EOR
2007
13 years 8 months ago
2007
This paper proposes a theoretical framework for predicting financial distress based on Hunt’s (2000) Resource-Advantage Theory of Competition. The study focuses on the US retail...
ECRIME
2007
14 years 15 days ago
2007
There are many applications available for phishing detection. However, unlike predicting spam, there are only few studies that compare machine learning techniques in predicting ph...
CEC
2009
IEEE
14 years 3 months ago
2009
IEEE
— The paper proposes a hypernetwork-based method for stock market prediction through a binary time series problem. Hypernetworks are a random hypergraph structure of higher-order...
IJON
2002
13 years 8 months ago
2002
: A new supervised learning procedure for training RBF networks is proposed. It uses a pair of parallel running Kalman filters to sequentially update both the output weights and th...