Marcin Orchel. Support Vector Regression with A Priori Knowledge Used in Order Execution Strategies Based on VWAP. In Jie Tang, Irwin King, Ling Chen, Jianyong Wang, editors, Advanced Data Mining and Applications - 7th International Conference, ADMA 2011, Beijing, China, December 17-19, 2011, Proceedings, Part II. Volume 7121 of Lecture Notes in Computer Science, pages 318-331, Springer, 2011. [doi]
Abstract is missing.