Trafalis T,Ince H.Support vector machine for regression and applications to financial forecasting[C].Proceedings of the IEEE-INNS-ENNS International Joint Conference on Neural Networks,Como,July 24-27,2000.
[2]
Ince H,Trafalis T.Short term forecasting with support vector machines and application to stock price prediction[J].International Journal of General Systems,2008,37(6):677-687.
[3]
Tay F E H,Cao Lijuan.Improved financial time series forecasting by combining support vector machines with self-organizing feature map[J].Intelligent Data Analysis,2001,5(4):339-354.
[4]
Cao Lijuan, Tay F E H.Financial forecasting using support vector machines[J].Neural Computing & Applications,2001,10(2):184-192.
[5]
Tay F E H,Cao Lijuan.Application of support vector machines in financial time series forecasting[J].Omega,2001,29:309-317.
[6]
Kim K.Financial time series forecasting using support vector machines[J].Neurocomputing,2003,55(1-2):307-320.
[7]
张学工.关于统计学习理论与支持向量机[J].自动化学报,2000,1(26):32-42.
[8]
Vapnik V.统计学习理论的本质[M].张学工,译.北京:清华大学出版社,2000.
[9]
邓乃扬,田英杰.数据挖掘中的新方法一一支持向量机[M].北京:科学出版社,2004.
[10]
Holland J.Adaptation in natural and artificial systems[M].Ann Arbor:University Michigan Press,1975.
[11]
Kennedy J,Eberhart R C.Particle swarm optimization[C].International Conference on Neural Networks,Perth,Nov.27-Dec 01,1995.
