Practical Bayesian support vector regression for financial time series prediction and market condition change detection

Taking the Human Out of the Loop: A Review of Bayesian Optimization

(2016) Bobak Shahriari et al.   PROCEEDINGS OF THE IEEE

Learning to Optimize via Posterior Sampling

(2014) Daniel Russo et al.   MATHEMATICS OF OPERATIONS RESEARCH

LIBSVM

(2012) Chih-Chung Chang et al.   ACM Transactions on Intelligent Systems and Technology

Predicting credit default swap prices with financial and pure data-driven approaches

(2011) Yalin Gündüz et al.   QUANTITATIVE FINANCE

A modern Bayesian look at the multi-armed bandit

(2010) Steven L. Scott   APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY

Financial time series forecasting using independent component analysis and support vector regression

(2009) Chi-Jie Lu et al.   DECISION SUPPORT SYSTEMS