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dc.contributor | Universitat Politècnica de Catalunya. Departament de Ciències de la Computació |
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dc.contributor | Universitat Politècnica de Catalunya. LARCA - Laboratori d'Algorísmia Relacional, Complexitat i Aprenentatge |
dc.contributor.author | Arratia Quesada, Argimiro Alejandro |
dc.contributor.author | Belanche Muñoz, Luis Antonio |
dc.contributor.author | Fábregues, Luis |
dc.date | 2019-01-09 |
dc.identifier.citation | Arratia, A.; Belanche, L.; Fábregues, L. An evaluation of equity premium prediction using multiple kernel learning with financial features. "Neural processing letters (Online)", 9 Gener 2019, p. 1-18. |
dc.identifier.citation | 1573-773X |
dc.identifier.citation | 10.1007/s11063-018-09971-7 |
dc.identifier.uri | http://hdl.handle.net/2117/129068 |
dc.language.iso | eng |
dc.relation | https://link.springer.com/article/10.1007%2Fs11063-018-09971-7 |
dc.relation | info:eu-repo/grantAgreement/AEI/TIN2017-89244-R |
dc.rights | info:eu-repo/semantics/openAccess |
dc.subject | Àrees temàtiques de la UPC::Matemàtiques i estadística::Estadística matemàtica |
dc.subject | Finance -- Econometric models |
dc.subject | Support vector classification |
dc.subject | Support vector regression |
dc.subject | Financial time series |
dc.subject | Multiple kernel learning |
dc.subject | Kernel functions for time series |
dc.subject | Finances -- Models economètrics |
dc.subject | Classificació AMS::62 Statistics::62P Applications |
dc.title | An evaluation of equity premium prediction using multiple kernel learning with financial features |
dc.type | info:eu-repo/semantics/submittedVersion |
dc.type | info:eu-repo/semantics/article |
dc.description.abstract | |
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