A Novel Dynamic Financial Conditions Index Approach Based on Accurate Online Support Vector Regression

Xiang-Yu Hua, Zhi-min Yang, Ya-Fen Ye, Yuan-Hai Shao. A Novel Dynamic Financial Conditions Index Approach Based on Accurate Online Support Vector Regression. In Luiz Flávio Autran Monteiro Gomes, Raul Colcher, Peter Wolcott, Enrique Herrera-Viedma, Yong Shi, editors, Proceedings of the Third International Conference on Information Technology and Quantitative Management, ITQM 2015, Exploring Data Science in IT and Quantitative Management, Rio De Janeiro, Brazil, July 21-24, 2015. Volume 55 of Procedia Computer Science, pages 944-952, Elsevier, 2015. [doi]

Abstract

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