The Taub Faculty of Computer Science Events and Talks
Alexandra Faynburd (M.Sc. Thesis Seminar)
Wednesday, 02.03.2011, 13:30
Advisor: Prof. Ran El-Yaniv
We consider the problem of forecasting turning points in time series and develop an autoregressive prediction algorithm,
that relies on a novel turning point indicator and support vector regression.
The algorithm is analyzed and compared to existing methods in the context of financial forecasting.