An empirical investigation of forecasting stock market volatility with support vector machines : master's thesis

Yao, Cheng (author), Masten, Igor (mentor)

• Language: English
• Keywords: capital market, shares, stock exchange, trading, economic forecasting, evaluation, models, vector analysis, computer application
• Work type: Master's thesis/paper
• Typology: 2.09 - Master's Thesis
• Organization: EF - School of Economics and Business
• Place of publishing: Ljubljana
• Publisher: [C. Yao]
• Year: 2020
• Number of pages: III, 52, 2 str.
• PID: 20.500.12556/RUL-122884
• UDC: 336.76
• COBISS.SI-ID: 29714435
• Publication date in RUL: 15.12.2020

YAO, Cheng, 2020, An empirical investigation of forecasting stock market volatility with support vector machines : master’s thesis [online]. Master’s thesis. Ljubljana : C. Yao. [Accessed 25 April 2025]. Retrieved from: http://www.cek.ef.uni-lj.si/magister/yao3925-B.pdf

Secondary language

• Language: Slovenian
• Title: Empirična raziskava napovedovanja nestanovitnosti delniških trgov s podpornimi vektorskimi napravami
• Keywords: trg kapitala, delnice, borze, trgovanje, ekonomska predvidevanja, ocene, modeli, vektorska analiza, uporaba računalnikov