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This paper deals with the application of a novel neural network technique, support vector machine (SVM), in ÿnancial time series forecasting. The objective of this paper is to examine the feasibility of SVM in ÿnancial time series forecasting by comparing it with a multi-layer back-propagation (BP) neural network. Five real futures contracts that are(More)
A novel type of learning machine called support vector machine (SVM) has been receiving increasing interest in areas ranging from its original application in pattern recognition to other applications such as regression estimation due to its remarkable generalization performance. This paper deals with the application of SVM in financial time series(More)
Sequential minimal optimization (SMO) is one popular algorithm for training support vector machine (SVM), but it still requires a large amount of computation time for solving large size problems. This paper proposes one parallel implementation of SMO for training SVM. The parallel SMO is developed using message passing interface (MPI). Specifically, the(More)
The use of Support Vector Machines (SVMs) is studied in financial forecasting by comparing it with a multi-layer perceptron trained by the Back Propagation (BP) algorithm. SVMs forecast better than BP based on the criteria of Normalised Mean Square Error (NMSE), Mean Absolute Error (MAE), Directional Symmetry (DS), Correct Up (CP) trend and Correct Down(More)
A two-stage neural network architecture constructed by combining Support Vector Machines (SVMs) with self-organizing feature map (SOM) is proposed for financial time series forecasting. In the first stage, SOM is used as a clustering algorithm to partition the whole input space into several disjoint regions. A tree-structured architecture is adopted in the(More)
Topology control protocol aims to efficiently adjust the network topology of wireless networks in a self-adaptive fashion to improve the performance and scalability of networks. This is especially essential to large-scale multihop wireless networks (e.g., wireless sensor networks). Fault-tolerant topology control has been studied recently. In order to(More)