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Measuring time series predictability using support vector regression
(TAYLOR & FRANCIS INC, 2008)
Most studies involving statistical time series analysis rely on assumptions of linearity, which by its simplicity facilitates parameter interpretation and estimation. However, the linearity assumption may be too restrictive ...
Nonstationary regression with support vector machines
(Springer, 2014-10-07)
In this work, we introduce a method for data analysis in nonstationary environments: time-adaptive support vector regression (TA-SVR). The proposed approach extends a previous development that was limited to classification ...
American option pricing with machine learning: An extension of the Longstaff-Schwartz method
(Lociedade Brasileira de Finanças, 2021)
Un algoritmo para el entrenamiento de máquinas de vector soporte para regresiónUn algoritmo para el entrenamiento de máquinas de vector soporte para regresión
(Universidad de Costa Rica, Centro de Investigación en Matemática Pura y Aplicada (CIMPA), 2000)
Predicting EHL film thickness parameters by machine learning approaches
(2022)
Non-dimensional similarity groups and analytically solvable proximity equations can be used to estimate integral fluid film parameters of elastohydrodynamically lubricated (EHL) contacts. In this contribution, we demonstrate ...
Support vector regression for functional data in multivariate calibration problems
(Elsevier Science BvAmsterdamHolanda, 2009)