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Forecasting Volatility of Energy Commodities: Comparison of GARCH Models with Support Vector Regression
Main topics of the document: energy commodities; futures contracts; volatility; forecasting; GARCH models; support vector regression; machine learning......
Finance
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
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Covariance matrix forecasting using support vector regression
Main topics of the document: support vector regression; machine learning; multivariate volatility models; high and low prices; range-based models; covariance forecasting......
Finance
- 2021 •
- Jimp •
- Link
Rok uplatnění
Jimp - Článek v periodiku v databázi Web of Science
Výsledek na webu
Municipal Revenue Prediction by Ensembles of Neural Networks and Support Vector Machines
the designs of neural network and support vector machine ensembles for a real-world regression problem, i.e. prediction of municipal revenue. Base learners, as well as linear regression models are used as benchmar...
AE - Řízení, správa a administrativa
- 2010 •
- Jx
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Forecasting stock prices using sentiment information in annual reports - A neural network and support vector regression approach
returns. Soft computing methods, like neural networks and support vector regression and ?-support vector regression models to predict the yearly change in the stock price of U.S. firms. We demons...
AE - Řízení, správa a administrativa
- 2013 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Three applications of Support Vector Machines
SVM for classification, regression, density with applications for technology and research...
BB - Aplikovaná statistika, operační výzkum
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
On the software projects' duration estimation using support vector regression
algorithms, Multiple Linear Regression and Support Vector Regression, were used method, the Support Vector Regression algorithm gives a much better estimate of the project's duratio...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2023 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
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Towards the modeling of atomic and molecular clusters energy by support vector regression
, the Support Vector Regression, for the modeling and approximation of the potential energy...
IN - Informatika
- 2013 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
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Ozone prediction on the basis of neural networks, support vector regression and methods with uncertainty
The article presents modeling of daily average ozone level prediction by means of neural networks, support vector regression and methods based on uncertainty. Based on data measured by a monitoring station of the Pardubice ...
IN - Informatika
- 2012 •
- Jx •
- Link
Rok uplatnění
Jx - Nezařazeno - Článek v odborném periodiku (Jimp, Jsc a Jost)
Výsledek na webu
Municipal Revenue Prediction by Support Vector Machine Ensembles
are used for municipal revenue prediction. In this paper we present a design of support vectormachine ensembles for the prediction of municipal revenue. Linear regression model for this regression problem. Further, bagging...
AE - Řízení, správa a administrativa
- 2010 •
- D
Rok uplatnění
D - Stať ve sborníku
Multiobjective Selection of Input Sensors for Travel Times Forecasting Using Support Vector Regression
In this paper we propose a new method for travel time prediction using a support vector regression model (SVR). The inputs of the method are data from license plate detection systems and traffic sensors such as induction lo...
Computer sciences, information science, bioinformathics (hardware development to be 2.2, social aspect to be 5.8)
- 2014 •
- D •
- Link
Rok uplatnění
D - Stať ve sborníku
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