Financial Time Series Forecasting Using Directed-Weighted Chunking SVMs

Support vector machines (SVMs) are a promising alternative to traditional regression estimation approaches. But, when dealing with massive-scale data set, there exist many problems, such as the long training time and excessive demand of memory space. So, the SVMs algorithm is not suitable to deal wi...

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Bibliographic Details
Main Authors: Yongming Cai, Lei Song, Tingwei Wang, Qing Chang
Format: Article
Language:English
Published: Hindawi Limited 2014-01-01
Series:Mathematical Problems in Engineering
Online Access:http://dx.doi.org/10.1155/2014/170424