Assimilation of principal component analysis and wavelet with kernel support vector regression for medium-term financial time series forecasting
Entities and institutional financiers have gained a lot of growth from financial time series forecasting in recent times. But the major challenges of financial time series data are the high noise and complexity of its nature. Researchers in recent times have successfully engaged the application of s...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Published: |
Lattice Science Publication
2020
|
| Subjects: |