Continually evaluating similarity-based pattern queries on a streaming time series
Proceedings of the 2002 ACM SIGMOD international conference on Management of data
Multiclass LS-SVMs: Moderated Outputs and Coding-Decoding Schemes
Neural Processing Letters
Applications of Support Vector Machines for Pattern Recognition: A Survey
SVM '02 Proceedings of the First International Workshop on Pattern Recognition with Support Vector Machines
SVM Based Models for Predicting Foreign Currency Exchange Rates
ICDM '03 Proceedings of the Third IEEE International Conference on Data Mining
Benchmarking Least Squares Support Vector Machine Classifiers
Machine Learning
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Pattern Recognition Letters
Credit rating analysis with support vector machines and neural networks: a market comparative study
Decision Support Systems - Special issue: Data mining for financial decision making
An efficient star acquisition method based on SVM with mixtures of kernels
Pattern Recognition Letters
Application of support vector machines to corporate credit rating prediction
Expert Systems with Applications: An International Journal
Efficient Similarity Search over Future Stream Time Series
IEEE Transactions on Knowledge and Data Engineering
Adaptive Inverse Control of Excitation System with Actuator Uncertainty
Neural Processing Letters
Cellular automata for simulating land use changes based on support vector machines
Computers & Geosciences
International Journal of Electronic Finance
Expert Systems with Applications: An International Journal
Online Least Squares Support Vector Machines Based on Wavelet and Its Applications
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
Soft-Sensor Method Based on Least Square Support Vector Machines Within Bayesian Evidence Framework
ISNN '07 Proceedings of the 4th international symposium on Neural Networks: Advances in Neural Networks, Part III
An Estimation of the Optimal Gaussian Kernel Parameter for Support Vector Classification
ISNN '08 Proceedings of the 5th international symposium on Neural Networks: Advances in Neural Networks
Expert Systems with Applications: An International Journal
A Hybrid Method for Forecasting Stock Market Trend Using Soft-Thresholding De-noise Model and SVM
RSFDGrC '07 Proceedings of the 11th International Conference on Rough Sets, Fuzzy Sets, Data Mining and Granular Computing
European Option Pricing by Using the Support Vector Regression Approach
ICANN '09 Proceedings of the 19th International Conference on Artificial Neural Networks: Part I
Efficient Optimization of the Parameters of LS-SVM for Regression versus Cross-Validation Error
ICANN '09 Proceedings of the 19th International Conference on Artificial Neural Networks: Part II
PCM '09 Proceedings of the 10th Pacific Rim Conference on Multimedia: Advances in Multimedia Information Processing
Application of support vector machines to bandwidth reservation in sectored cellular communications
Engineering Applications of Artificial Intelligence
Engineering Applications of Artificial Intelligence
Bankruptcy prediction using support vector machine with optimal choice of kernel function parameters
Expert Systems with Applications: An International Journal
Time series prediction using support vector machines: a survey
IEEE Computational Intelligence Magazine
A system for efficient portfolio management
IDEAL'07 Proceedings of the 8th international conference on Intelligent data engineering and automated learning
KOSPI time series analysis using neural network with weighted fuzzy membership functions
KES-AMSTA'08 Proceedings of the 2nd KES International conference on Agent and multi-agent systems: technologies and applications
A multiple-kernel support vector regression approach for stock market price forecasting
Expert Systems with Applications: An International Journal
Rule extraction from support vector machines: A review
Neurocomputing
An optimal method for prediction and adjustment on byproduct gas holder in steel industry
Expert Systems with Applications: An International Journal
Forecasting KOSPI based on a neural network with weighted fuzzy membership functions
Expert Systems with Applications: An International Journal
Expert Systems with Applications: An International Journal
A class of hybrid morphological perceptrons with application in time series forecasting
Knowledge-Based Systems
Neuro-genetic system for stock index prediction
Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology - Evolutionary neural networks for practical applications
Combining time-scale feature extractions with SVMs for stock index forecasting
ICONIP'06 Proceedings of the 13th international conference on Neural information processing - Volume Part III
Grey relational grade in local support vector regression for financial time series prediction
Expert Systems with Applications: An International Journal
An application of support vector machines for customer churn analysis: credit card case
ICNC'05 Proceedings of the First international conference on Advances in Natural Computation - Volume Part II
Support vector regression to predict porosity and permeability: Effect of sample size
Computers & Geosciences
Forecasting electricity market price spikes based on bayesian expert with support vector machines
ADMA'06 Proceedings of the Second international conference on Advanced Data Mining and Applications
Application of type-2 neuro-fuzzy modeling in stock price prediction
Applied Soft Computing
ISNN'05 Proceedings of the Second international conference on Advances in Neural Networks - Volume Part III
Preoperative prediction of malignancy of ovarian tumors using least squares support vector machines
Artificial Intelligence in Medicine
Forecasting trends of high-frequency KOSPI200 index data using learning classifiers
Expert Systems with Applications: An International Journal
Journal of Intelligent Manufacturing
Revenue forecasting using a least-squares support vector regression model in a fuzzy environment
Information Sciences: an International Journal
Information Sciences: an International Journal
Multiple Kernel Learning with Fisher Kernels for High Frequency Currency Prediction
Computational Economics
On the investigation of hyper-heuristics on a financial forecasting problem
Annals of Mathematics and Artificial Intelligence
Improving project-profit prediction using a two-stage forecasting system
Computers and Industrial Engineering
Tourism demand forecasting using novel hybrid system
Expert Systems with Applications: An International Journal
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The Bayesian evidence framework is applied in this paper to least squares support vector machine (LS-SVM) regression in order to infer nonlinear models for predicting a financial time series and the related volatility. On the first level of inference, a statistical framework is related to the LS-SVM formulation which allows one to include the time-varying volatility of the market by an appropriate choice of several hyper-parameters. The hyper-parameters of the model are inferred on the second level of inference. The inferred hyper-parameters, related to the volatility, are used to construct a volatility model within the evidence framework. Model comparison is performed on the third level of inference in order to automatically tune the parameters of the kernel function and to select the relevant inputs. The LS-SVM formulation allows one to derive analytic expressions in the feature space and practical expressions are obtained in the dual space replacing the inner product by the related kernel function using Mercer's theorem. The one step ahead prediction performances obtained on the prediction of the weekly 90-day T-bill rate and the daily DAX30 closing prices show that significant out of sample sign predictions can be made with respect to the Pesaran-Timmerman test statistic