Abstract
In Chapter 6, we propose a Local Support Vector Regression Model to include the local information of data. In this chapter, we consider another extension of the Support Vector Regression (SVR) which also includes the local information of data for a specific application, i. e. financial engineering. Both these models are motivated from the local viewpoint of data.
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(2008). Extension III: Variational Margin Settings within Local Data in Support Vector Regression. In: Machine Learning. Advanced Topics in Science and Technology in China. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-540-79452-3_7
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DOI: https://doi.org/10.1007/978-3-540-79452-3_7
Publisher Name: Springer, Berlin, Heidelberg
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