Financial time series prediction using least squares support vector machines within the evidence framework - researchr publication

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Tony Van Gestel, Johan A. K. Suykens, Dirk-Emma Baestaens, Annemie Lambrechts, Gert R. G. Lanckriet, Bruno Vandaele, Bart De Moor, Joos Vandewalle. Financial time series prediction using least squares support vector machines within the evidence framework. IEEE Transactions on Neural Networks, 12(4):809-821, 2001. [doi]

Abstract is missing.

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