Table 6.xls (17.5 kB)
Performance comparison of TSVR with SVR on stock market index datasets using a linear kernel.
dataset
posted on 2019-03-13, 17:43 authored by Deepak Gupta, Mahardhika Pratama, Zhenyuan Ma, Jun Li, Mukesh PrasadRMSE is used for comparison. Time is used for the training in seconds.
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non-stationarity information44 datasetspetroleum sectorNoisy datasupport vector regressionFinancial time series forecastingtime series datasetsstock markettime series predictioninformation technologysupport vector regression Financial time series forecastingtime seriesnonstationary informationbanking sector
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