Table 5.xls (21.5 kB)

Performance comparison of TSVR with SVR on individual companies’ stock datasets using a Gaussian kernel.

Name: Performance comparison of TSVR with SVR on individual companies’ stock datasets using a Gaussian kernel.
Published: 2019-03-13T17:43:49+00:00
License: https://creativecommons.org/licenses/by/4.0/
Keywords: non-stationarity information, 44 datasets, petroleum sector, Noisy data, support vector regression, Financial time series forecasting, time series datasets, stock market, time series prediction, information technology, support vector regression Financial time series forecasting, time series, nonstationary information, banking sector

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posted on 2019-03-13, 17:43 authored by Deepak Gupta, Mahardhika Pratama, Zhenyuan Ma, Jun Li, Mukesh Prasad

RMSE is used for comparison. Time is used for the training in seconds.

Performance comparison of TSVR with SVR on individual companies’ stock datasets using a Gaussian kernel.

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