ℓp-Norm Multikernel Learning Approach for Stock Market Price Forecasting
Linear multiple kernel learning model has been used for predicting financial time series. However, ℓ1-norm multiple support vector regression is rarely observed to outperform trivial baselines in practical applications. To allow for robust kernel mixtures that generalize well, we adopt ℓp-norm multi...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2012-01-01
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| Series: | Computational Intelligence and Neuroscience |
| Online Access: | http://dx.doi.org/10.1155/2012/601296 |