Abstract
In Chapter 6, we propose a Local Support Vector Regression Model to include the local information of data. In this chapter, we consider another extension of the Support Vector Regression (SVR) which also includes the local information of data for a specific application, i. e. financial engineering. Both these models are motivated from the local viewpoint of data.
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Keywords
- Support Vector Machine
- Support Vector Regression
- Radial Basis Function Network
- Quadratic Programming Problem
- GARCH Model
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.
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(2008). Extension III: Variational Margin Settings within Local Data in Support Vector Regression. In: Machine Learning. Advanced Topics in Science and Technology in China. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-79452-3_7
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DOI: https://doi.org/10.1007/978-3-540-79452-3_7
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