Ramón Huerta, Fernando J. Corbacho, Charles Elkan. Nonlinear support vector machines can systematically identify stocks with high and low future returns. Algorithmic Finance, 2(1):45-58, 2013. [doi]
@article{HuertaCE13, title = {Nonlinear support vector machines can systematically identify stocks with high and low future returns}, author = {Ramón Huerta and Fernando J. Corbacho and Charles Elkan}, year = {2013}, doi = {10.3233/AF-13016}, url = {http://dx.doi.org/10.3233/AF-13016}, researchr = {https://researchr.org/publication/HuertaCE13}, cites = {0}, citedby = {0}, journal = {Algorithmic Finance}, volume = {2}, number = {1}, pages = {45-58}, }