
Financial Time Series Forecasting with Grouped Predictors using Hierarchical Clustering and Support Vector Regression
Author(s) -
Zhe Gao,
Jianjun Yang
Publication year - 2014
Publication title -
international journal of grid and distributed computing
Language(s) - English
Resource type - Journals
eISSN - 2207-6379
pISSN - 2005-4262
DOI - 10.14257/ijgdc.2014.7.5.05
Subject(s) - computer science , cluster analysis , support vector machine , time series , series (stratigraphy) , regression , finance , data mining , econometrics , artificial intelligence , machine learning , statistics , mathematics , economics , paleontology , biology