Financial time series forecasting using support vector machines
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A number of studies have suggested that support vector machines outperform artificial neural networks in terms of predictive accuracy.
“A number of studies have suggested that SVM outperform ANN in terms of predictive accuracy (e.g., W.-H. Chen, Shih, & Wu, 2006; W. Huang et al., 2005; K. Kim, 2003; Ou & Wang, 2009; Tay & Cao, 2001).”
From Bridging the divide in financial market forecasting: machine learners vs. financial economists (2016) · cites this paper as K. Kim, 2003
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- Authors
- Kim, K.-J.
- Affiliations
- Dongguk University (KR)
- Corresponding author
- Kim, Kyoung-jae
- Venue
- Neurocomputing
- Publisher
- Elsevier BV
- Published
- 2003-09
- Volume
- 55
- Issue
- 1-2
- Pages
- 307-319
- ISSN
- 0925-2312 (ISSN-L)
- OpenAlex
- W2012079387
- Cited by
- 1,734
- References
- 24
- Citations by year
- 2026: 61 · 2025: 72 · 2024: 84 · 2023: 106 · 2022: 122 · 2021: 127 · 2020: 118 · 2019: 150 · 2018: 111 · 2017: 72 · 2016: 87 · 2015: 73 · 2014: 85 · 2013: 99 · 2012: 77
- FWCI
- 27.18
- Type
- journal article
- Language
- en
- Open access
- closed
- Locations
- Neurocomputing (publishedVersion)
- Funders
- Dongguk University
- Topics
- Social Sciences › Decision Sciences › Management Science and Operations Research › Stock Market Forecasting Methods
- Social Sciences › Decision Sciences › Management Science and Operations Research › Forecasting Techniques and Applications
- Physical Sciences › Computer Science › Artificial Intelligence › Neural Networks and Applications
- Keywords
- support vector machine, financial time series forecasting, stock index forecasting, stock market prediction, structural risk minimization, BP neural network, case-based reasoning, forecasting model comparison
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