Shian-Chang Huang, Tung-Kuang Wu. A Hybrid Unscented Kalman Filter and Support Vector Machine Model in Option Price Forecasting. In Licheng Jiao, Lipo Wang, Xinbo Gao, Jing Liu, Feng Wu, editors, Advances in Natural Computation, Second International Conference, ICNC 2006, Xi an, China, September 24-28, 2006. Proceedings, Part I. Volume 4221 of Lecture Notes in Computer Science, pages 303-312, Springer, 2006. [doi]
Abstract is missing.