A Hybrid Support Vector Machine Regression for Exchange Rate Prediction__臺灣人文及社會科學引文索引資料庫

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題名：	A Hybrid Support Vector Machine Regression for Exchange Rate Prediction
書刊名：	International Journal of Information and Management Sciences
作者：	Pai, Ping-feng／Lin, Chih-shen／Hong, Wei-chiang／Chen, Chen-tung
出版日期：	2006
卷期：	17:2
頁次：	頁19-32
主題關鍵詞：	Support vector machines；Genetic algorithms；Exchange rates；Forecasting
原始連結：	連回原系統網址
相關次數：	被引用次數:期刊(2) 博士論文(0) 專書(0) 專書論文(0) 排除自我引用:2 共同引用:0 點閱:22

期刊論文
1.	Wu, B.(1995)。Model-free forecasting for nonlinear time series (with application to exchange rates)。Computational Statistics and Data Analysis，19，433-459。
2.	Wang, W.、Xu, Z.、Lu., J. W.(2003)。Three improved neural network models for air quality forecasting。Engineering Computations，20，192-210。
3.	Tay, Francis E. H.、Cao, L. J.(2002)。Modified support vector machines in financial time series forecasting。Neurocomputing，48(1)，847-861。
4.	Cao, L.(2003)。Support vector machines experts for time series forecasting。Neurocomputing，51，321-339。
5.	Belousov, A. I.、Verzakov, S. A.、von Frese, J.(2002)。A flexible classification approach with optimal generalization performance: support vector machines。Chemometrics and intelligent laboratory systems，64，15-25。
6.	Zhang, Gioqinang、Hu, Michael Y.(1998)。Neural Network Forecasting of the British Pound/ US Dollar Exchange Rate。Omega: The International Journal of Management Science，26(4)，495-506。
7.	Pai, P. F.、Lin, C. S.(2005)。Using Support Vector Machines in Forecasting Production Values of Machinery Industry in Taiwan。The International Journal of Advanced Manufacturing Technology，27(1)，205-210。
8.	Thissen, U.、Van Brakel, R.、De Weijer, A. P.、Melssen, W. J.、Buydens, L. M. C.(2003)。Using Support Vector Machines for Time Series Prediction。Chemometrics and Intelligent Laboratory Systems，69，35-49。
9.	Leung, Mark T.、Chen, An-Sing、Daouk, Hazem(2000)。Forecasting Exchange Rates Using General Regression Neural Networks。Computers & Operations Research，27，1093-1110。
10.	Mohandes, M. A.、Halawani, T. O.、Rehman, S.、Hussain, A. A.(2004)。Support vector machines for wind speed prediction。Renewable Energy，29，939-947。
11.	Tay, Francis E. H.、Cao, Lijuan(2001)。Application of Support Vector Machines in Financial Time Series Forecasting。Omega: The International Journal of Management Science，29(4)，309-317。
12.	Beran, J.、Ocker, D.(1999)。SEMIFAR Forecasts, with Applications to Foreign Exchange Rates。Journal of Statistical Planning and Inference，80，137-153。
13.	Fernandez-Rodriguez, F.、Sosvilla-Rivero, S. J.、Andrada-Felix, J.(1999)。Exchange Rate Forecasts with Simultaneous Nearest-neighbor Methods: Evidence from the EMS。International Journal of Forecasting，15，383-392。
14.	Qi, M.、Wu, Y.(2003)。Nonlinear Prediction of Exchange Rates with Monetary Fundamentals。Journal of Empirical Finance，10，623-640。
15.	Chun, S. H.、Kim, S. H.(2003)。Impact of Momentum Bias on Forecasting through Knowledge Discovery Techniques in the Foreign Exchange Market。Expert Systems with Applications，24，115-122。
16.	Yao, J.、Tan, C. L.(2000)。A Case Study on Using Neural Networks to Perform Technical Forecasting of Forex。Neurocomputing，34，79-98。
17.	Lisi, F.、Schiavo, R. A.(1999)。A Comparison between Neural Networks and Chaotic Models for Exchange Rate Prediction。Computational Statistics & Data Analysis，30，87-102。
18.	Hann, T. H.、Steurer, E.(1996)。Much Ado about Nothing? Exchange Rate Forecasting: Neural Networks vs, Linear Models Using Monthly and Weekly Data。Neurocomputing，10，323-339。
19.	Cao, L.、Gu, Q.(2002)。Dynamic Support Vector Machines for Non-stationary Time Series Forecasting。Intelligent Data Analysis，6，67-83。
20.	Hong, W. C.、Pai, P. F.(2004)。Predicting Engine Reliability by Support Vector Machines。International Journal of Advanced Manufacturing Technology。
21.	Diebold, F. X.、Nason, J. A.(1990)。Nonparametric Exchange Rate Prediction。Journal of International Economics，28，315-332。
22.	Granger, C. W. J.(1989)。Combining Forecasts - Twenty Years Later。Journal of Forecasting，8，167-173。
23.	Krogh, A.、Vedelsby, J.(1995)。Neural Network Ensembles, Cross Validation, and Active Learning。Advances in Neural Information Processing System，7，231-238。

圖書
1.	Kecman, V.(2001)。Learning and Soft Computing: Support Vector Machines, Neural Networks, and Fuzzy Logic Models。Cambridge, MA：The MIT Press。
2.	Vapnik, V.(1995)。The Nature of Statistic Learning Theory。New York, NY：Springer-Verlag。
3.	Vapnik, Vladimir N.(1998)。Statistical Learning Theory。John Wiley and Sons, Inc.。
4.	Holland, J. H.(1975)。Adaption in Natural and Artificial System。Massachusetts：The MIT Press。

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