A novel (U)MIDAS-SVR model with multi-source market sentiment for forecasting stock returns

The best of two worlds: Forecasting high frequency volatility for cryptocurrencies and traditional currencies with Support Vector Regression

(2018) Yaohao Peng et al.   EXPERT SYSTEMS WITH APPLICATIONS

A Pearson’s correlation coefficient based decision tree and its parallel implementation

(2018) Yashuang Mu et al.   INFORMATION SCIENCES

A safe screening based framework for support vector regression

(2018) Xianli Pan et al.   NEUROCOMPUTING

An artificial neural network for mixed frequency data

(2018) Qifa Xu et al.   EXPERT SYSTEMS WITH APPLICATIONS

Nonparametric estimation of non-exchangeable latent-variable models

(2017) Stéphane Bonhomme et al.   JOURNAL OF ECONOMETRICS

A multiple support vector machine approach to stock index forecasting with mixed frequency sampling

(2017) Yuchen Pan et al.   KNOWLEDGE-BASED SYSTEMS

The potential of nonparametric model in foundation bearing capacity prediction

(2017) Saadya Fahad Jabbar et al.   NEURAL COMPUTING & APPLICATIONS

Neural network rule extraction for gaining insight into the characteristics of poverty

(2017) Arnulfo Azcarraga et al.   NEURAL COMPUTING & APPLICATIONS

Improvement on projection twin support vector machine

(2017) Xiaomin Xie   NEURAL COMPUTING & APPLICATIONS

Forecasting price movements using technical indicators: Investigating the impact of varying input window length

(2017) Yauheniya Shynkevich et al.   NEUROCOMPUTING

Expectile regression neural network model with applications

(2017) Cuixia Jiang et al.   NEUROCOMPUTING

Quantile autoregression neural network model with applications to evaluating value at risk

(2016) Qifa Xu et al.   APPLIED SOFT COMPUTING

Stock market sentiment lexicon acquisition using microblogging data and statistical measures

(2016) Nuno Oliveira et al.   DECISION SUPPORT SYSTEMS

The different impacts of news-driven and self-initiated search volume on stock prices

(2016) Xianwei Liu et al.   INFORMATION & MANAGEMENT

Robust exponential squared loss-based variable selection for high-dimensional single-index varying-coefficient model

(2016) Yunquan Song et al.   JOURNAL OF COMPUTATIONAL AND APPLIED MATHEMATICS

A MIDAS approach to modeling first and second moment dynamics

(2016) Davide Pettenuzzo et al.   JOURNAL OF ECONOMETRICS

Predicting the oil production using the novel multivariate nonlinear model based on Arps decline model and kernel method

(2016) Xin Ma et al.   NEURAL COMPUTING & APPLICATIONS

Weighted quantile regression via support vector machine

(2015) Qifa Xu et al.   EXPERT SYSTEMS WITH APPLICATIONS

Forecasting stock returns based on information transmission across global markets using support vector machines

(2015) M. Thenmozhi et al.   NEURAL COMPUTING & APPLICATIONS

Markov-switching generalized additive models

(2015) Roland Langrock et al.   STATISTICS AND COMPUTING

Unrestricted mixed data sampling (MIDAS): MIDAS regressions with unrestricted lag polynomials

(2013) Claudia Foroni et al.   JOURNAL OF THE ROYAL STATISTICAL SOCIETY SERIES A-STATISTICS IN SOCIETY

Integrating piecewise linear representation and weighted support vector machine for stock trading signal prediction

(2012) Linkai Luo et al.   APPLIED SOFT COMPUTING

Integration of nonlinear independent component analysis and support vector regression for stock price forecasting

(2012) Ling-Jing Kao et al.   NEUROCOMPUTING

Exchange rate forecasting: comparison of various architectures of neural networks

(2010) A. K. Dhamija et al.   NEURAL COMPUTING & APPLICATIONS