Rafael Rosillo, Javier Giner, David de la Fuente. The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500. Neural Computing and Applications, 25(2):321-332, 2014. [doi]
@article{RosilloGF14,
title = {The effectiveness of the combined use of VIX and Support Vector Machines on the prediction of S&P 500},
author = {Rafael Rosillo and Javier Giner and David de la Fuente},
year = {2014},
doi = {10.1007/s00521-013-1487-7},
url = {http://dx.doi.org/10.1007/s00521-013-1487-7},
researchr = {https://researchr.org/publication/RosilloGF14},
cites = {0},
citedby = {0},
journal = {Neural Computing and Applications},
volume = {25},
number = {2},
pages = {321-332},
}