In this paper we firstly analysis the chaotic characters of three sets of the financial time series (Hang Sheng Index (HIS), Shanghai Stock Index and US gold price) based on the ph...
In least squares support vector (LS-SVM), the key challenge lies in the selection of free parameters such as kernel parameters and tradeoff parameter. However, when a large number ...
This paper presents a learning framework for blind source separation (BSS), in which the BSS is formulated as generalized Eigenvalue (GE) problem. Compared to the typical informati...
Abstract. The present study investigates a geometrical method for optimizing the kernel function of a support vector machine. The method is an improvement of the one proposed in [4...
Abstract. This paper presents a comparison between direct and recursive prediction strategies. In order to perform the input selection, an approach based on mutual information is u...
Yongnan Ji, Jin Hao, Nima Reyhani, Amaury Lendasse