The DOI matches its Crossref record; 56 of the 56 references it cites were found in a registry or an index.
Financial time series forecasting using independent component analysis and support vector regression
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Citations
Cites
LIBSVM: A library for support vector machines
Chang, C.-C., & Lin, C.-J. (2011) · ACM Transactions on Intelligent Systems and Technology · doi:10.1145/1961189.1961199 · Cited by 40,918
The Nature of Statistical Learning Theory
Vapnik, V. N. (1995) · doi:10.1007/978-1-4757-2440-0 · Cited by 39,138
Time Series Analysis: Forecasting and Control
Geurts, M., Box, G. E. P., & Jenkins, G. M. (1977) · Journal of Marketing Research · doi:10.2307/3150485 · Cited by 19,186
The Nature of Statistical Learning Theory
Vapnik, V. N. (2000) · Springer eBooks · doi:10.1007/978-1-4757-3264-1 · Cited by 10,696
Libsvm : A library for support vector machines
Ferrari, V. (2008) · Medical Entomology and Zoology · Cited by 10,122
An Information-Maximization Approach to Blind Separation and Blind Deconvolution
Bell, A. J., & Sejnowski, T. J. (1995) · Neural Computation · doi:10.1162/neco.1995.7.6.1129 · Cited by 8,986
Independent component analysis: algorithms and applications
Hyvärinen, A., & Oja, E. (2000) · Neural Networks · doi:10.1016/s0893-6080(00)00026-5 · Cited by 8,705
Independent Component Analysis
(2004) · Independent Component Analysis · doi:10.7551/mitpress/3717.003.0014 · Cited by 7,903
An overview of statistical learning theory
Vapnik, V. N. (1999) · IEEE Transactions on Neural Networks · doi:10.1109/72.788640 · Cited by 6,266
Fast and robust fixed-point algorithms for independent component analysis
Hyvarinen, A. (1999) · IEEE Transactions on Neural Networks · doi:10.1109/72.761722 · Cited by 6,246
Cited by
Wang, L., Zeng, Y., & Chen, T. (2015) · Expert Systems with Applications · doi:10.1016/j.eswa.2014.08.018 · Cited by 631
The technology and economic determinants of cryptocurrency exchange rates: The case of Bitcoin
Li, X., & Wang, C. A. (2017) · Decision Support Systems · doi:10.1016/j.dss.2016.12.001 · Cited by 470
Optimizing LSTM for time series prediction in Indian stock market
Yadav, A., Jha, C. K., & Sharan, A. (2020) · Procedia Computer Science · doi:10.1016/j.procs.2020.03.257 · Cited by 365
Shrestha, Y. R., Krishna, V., & von Krogh, G. (2021) · Journal of Business Research · doi:10.1016/j.jbusres.2020.09.068 · Cited by 331
Nikou, M., Mansourfar, G., & Bagherzadeh, J. (2019) · Intelligent Systems in Accounting, Finance and Management · doi:10.1002/isaf.1459 · Cited by 292
Metadata
- Authors
- Lu, C.-J., Lee, T.-S., & Chiu, C.-C.
- Venue
- Decision Support Systems
- Publisher
- Elsevier BV
- Published
- 2009-05
- Volume
- 47
- Issue
- 2
- Pages
- 115-125
- ISSN
- 0167-9236 (ISSN-L)
- OpenAlex
- W2039935421
- Cited by
- 537
- References
- 56
- FWCI
- 36.53
- Type
- journal article
- Language
- en
- Open access
- closed
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- The paper
- Lu, C.-J., Lee, T.-S., & Chiu, C.-C. (2009). Financial time series forecasting using independent component analysis and support vector regression. Decision Support Systems. https://doi.org/10.1016/j.dss.2009.02.001
Data sources
Bibliographic data: Semantic Scholar, OpenAlex, Crossref.
Contains information from the Semantic Scholar Academic Graph Datasets, made available under the ODC Attribution License (ODC-BY 1.0).
Semantic Scholar’s data is described in: Kinney, R., et al. (2023). The Semantic Scholar Open Data Platform. arXiv:2301.10140.
