Support Vector Regression with Kernel Mahalanobis Measure for Financial Forecast

James N. K. Liu, Yan-Xing Hu. Support Vector Regression with Kernel Mahalanobis Measure for Financial Forecast. In Witold Pedrycz, Shyi-Ming Chen, editors, Time Series Analysis, Modeling and Applications - A Computational Intelligence Perspective. Volume 47 of Intelligent Systems Reference Library, pages 215-227, Springer, 2013. [doi]

Abstract

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