{"status":"ok","message-type":"work","message-version":"1.0.0","message":{"indexed":{"date-parts":[[2025,3,25]],"date-time":"2025-03-25T14:49:31Z","timestamp":1742914171526,"version":"3.40.3"},"publisher-location":"Cham","reference-count":21,"publisher":"Springer International Publishing","isbn-type":[{"type":"print","value":"9783319591469"},{"type":"electronic","value":"9783319591476"}],"license":[{"start":{"date-parts":[[2017,1,1]],"date-time":"2017-01-01T00:00:00Z","timestamp":1483228800000},"content-version":"unspecified","delay-in-days":0,"URL":"http:\/\/www.springer.com\/tdm"}],"content-domain":{"domain":[],"crossmark-restriction":false},"short-container-title":[],"published-print":{"date-parts":[[2017]]},"DOI":"10.1007\/978-3-319-59147-6_16","type":"book-chapter","created":{"date-parts":[[2017,5,16]],"date-time":"2017-05-16T21:04:08Z","timestamp":1494968648000},"page":"176-187","source":"Crossref","is-referenced-by-count":1,"title":["Forecasting Financial Time Series with Multiple Kernel Learning"],"prefix":"10.1007","author":[{"given":"Luis","family":"F\u00e1bregues","sequence":"first","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Argimiro","family":"Arratia","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]},{"given":"Llu\u00eds A.","family":"Belanche","sequence":"additional","affiliation":[],"role":[{"role":"author","vocabulary":"crossref"}]}],"member":"297","published-online":{"date-parts":[[2017,5,18]]},"reference":[{"key":"16_CR1","first-page":"215","volume":"169","author":"F Aiolli","year":"2015","unstructured":"Aiolli, F., Donini, M.: EasyMKL: a scalable multiple kernel learning algorithm. Neuro Comput. 169, 215\u2013224 (2015)","journal-title":"Neuro Comput."},{"issue":"3","key":"16_CR2","doi-asserted-by":"crossref","first-page":"651","DOI":"10.1093\/rfs\/hhl021","volume":"20","author":"A Ang","year":"2007","unstructured":"Ang, A., Bekaert, G.: Stock return predictability: is it there? Rev. Financ. Stud. 20(3), 651\u2013707 (2007)","journal-title":"Rev. Financ. Stud."},{"key":"16_CR3","doi-asserted-by":"crossref","unstructured":"Bach, F.R., Lanckriet, G.R., Jordan, M.I.: Multiple kernel learning, conic duality, and the SMO algorithm. In: Proceedings of the Twenty-First International Conference on Machine learning, p. 6. ACM (2004)","DOI":"10.1145\/1015330.1015424"},{"key":"16_CR4","unstructured":"Bergmeir, C., Hyndman, R., Koo, B.: A note on the validity of cross-validation for evaluating time series prediction. Department of Econometrics and Business Statistics, Working Paper (2015). ISSN 1440\u2013771X"},{"key":"16_CR5","doi-asserted-by":"crossref","first-page":"195","DOI":"10.1093\/rfs\/1.3.195","volume":"1","author":"JY Campbell","year":"1988","unstructured":"Campbell, J.Y., Shiller, R.J.: The dividend-price ratio and expectations of future dividends and discount factors. Rev. Financ. Stud. 1, 195\u2013228 (1988)","journal-title":"Rev. Financ. Stud."},{"issue":"4","key":"16_CR6","doi-asserted-by":"crossref","first-page":"1509","DOI":"10.1093\/rfs\/hhm055","volume":"21","author":"JY Campbell","year":"2008","unstructured":"Campbell, J.Y., Thompson, S.B.: Predicting excess stock returns out of sample: can anything beat the historical average? Rev. Financ. Stud. 21(4), 1509\u20131531 (2008)","journal-title":"Rev. Financ. Stud."},{"issue":"9","key":"16_CR7","doi-asserted-by":"crossref","first-page":"2119","DOI":"10.1162\/089976601750399335","volume":"13","author":"C Chang","year":"2001","unstructured":"Chang, C., Lin, C.: Training \n            $$\\nu $$\n          -support vector classifiers: theory and algorithms. Neural Comput. 13(9), 2119\u20132147 (2001)","journal-title":"Neural Comput."},{"key":"16_CR8","first-page":"342","volume":"22","author":"Y Cho","year":"2009","unstructured":"Cho, Y., Saul, L.: Kernel methods for deep learning. Adv. Neural Inf. Process. Syst. 22, 342\u2013350 (2009)","journal-title":"Adv. Neural Inf. Process. Syst."},{"key":"16_CR9","doi-asserted-by":"crossref","first-page":"243","DOI":"10.1093\/rfs\/5.2.243","volume":"5","author":"JH Cochrane","year":"1992","unstructured":"Cochrane, J.H.: Explaining the variance of price-dividend ratios. Rev. Financ. Stud. 5, 243\u2013280 (1992)","journal-title":"Rev. Financ. Stud."},{"key":"16_CR10","doi-asserted-by":"crossref","first-page":"1533","DOI":"10.1093\/rfs\/hhm046","volume":"21","author":"JH Cochrane","year":"2006","unstructured":"Cochrane, J.H.: The dog that did not bark: a defense of return predictability. Rev. Financ. Stud. 21, 1533\u20131575 (2006)","journal-title":"Rev. Financ. Stud."},{"issue":"4","key":"16_CR11","doi-asserted-by":"crossref","first-page":"1047","DOI":"10.1111\/j.1540-6261.2011.01671.x","volume":"56","author":"JH Cochrane","year":"2011","unstructured":"Cochrane, J.H.: Presidential address: discount rates. J. Financ. 56(4), 1047\u20131108 (2011)","journal-title":"J. Financ."},{"key":"16_CR12","doi-asserted-by":"crossref","unstructured":"Cuturi, M., Vert, J.-P., Birkenes, \u00d8., Matsui, T.: A kernel for time series based on global alignments. In: IEEE International Conference on ICASSP 2007, p. II-413. IEEE (2007)","DOI":"10.1109\/ICASSP.2007.366260"},{"key":"16_CR13","unstructured":"Cuturi, M., Doucet, A.: Autoregressive kernels for time series. Technical Report (2011). \narXiv:1101.0673"},{"key":"16_CR14","unstructured":"Cuturi, M.: Fast global alignment kernels. In: Proceedings of the 28th International Conference on Machine Learning (ICML-11), pp. 929\u2013936 (2011)"},{"key":"16_CR15","doi-asserted-by":"crossref","first-page":"3","DOI":"10.1016\/0304-405X(88)90020-7","volume":"22","author":"EF Fama","year":"1988","unstructured":"Fama, E.F., French, K.R.: Dividend yields and expected stock returns. J. Financ. Econ. 22, 3\u201325 (1988)","journal-title":"J. Financ. Econ."},{"key":"16_CR16","doi-asserted-by":"crossref","first-page":"829","DOI":"10.1086\/260910","volume":"88","author":"LP Hansen","year":"1980","unstructured":"Hansen, L.P., Hodrick, R.J.: Forward exchange rates as optimal predictors of future spot rates: an econometric analysis. J. Polit. Econ. 88, 829\u2013853 (1980)","journal-title":"J. Polit. Econ."},{"issue":"2","key":"16_CR17","doi-asserted-by":"crossref","first-page":"169","DOI":"10.1016\/S0304-405X(97)00002-0","volume":"44","author":"SP Kothari","year":"1997","unstructured":"Kothari, S.P., Shanken, J.: Book-to-market, dividend yield, and expected market returns: a time-series analysis. J. Financ. Econ. 44(2), 169\u2013203 (1997)","journal-title":"J. Financ. Econ."},{"issue":"3","key":"16_CR18","doi-asserted-by":"crossref","first-page":"815","DOI":"10.1111\/0022-1082.00347","volume":"56","author":"M Lettau","year":"2001","unstructured":"Lettau, M., Ludvigson, S.: Consumption, aggregate wealth, and expected stock returns. J. Financ. 56(3), 815\u2013849 (2001)","journal-title":"J. Financ."},{"key":"16_CR19","series-title":"Lecture Notes in Computer Science","doi-asserted-by":"publisher","first-page":"336","DOI":"10.1007\/978-3-319-44781-0_40","volume-title":"Artificial Neural Networks and Machine Learning \u2013 ICANN 2016","author":"M Pe\u00f1a","year":"2016","unstructured":"Pe\u00f1a, M., Arratia, A., Belanche, L.A.: Multivariate dynamic kernels for financial time series forecasting. In: Villa, A.E.P., Masulli, P., Pons Rivero, A.J. (eds.) ICANN 2016. LNCS, vol. 9887, pp. 336\u2013344. Springer, Cham (2016). doi:\n10.1007\/978-3-319-44781-0_40"},{"key":"16_CR20","first-page":"421","volume":"71","author":"RJ Shiller","year":"1981","unstructured":"Shiller, R.J.: Do stock prices move too much to be justified by subsequent changes in dividends? Am. Econ. Rev. 71, 421\u2013436 (1981)","journal-title":"Am. Econ. Rev."},{"issue":"4","key":"16_CR21","doi-asserted-by":"crossref","first-page":"1455","DOI":"10.1093\/rfs\/hhm014","volume":"21","author":"I Welch","year":"2008","unstructured":"Welch, I., Goyal, A.: A comprehensive look at the empirical performance of equity premium prediction. Rev. Financ. Stud. 21(4), 1455\u20131508 (2008)","journal-title":"Rev. Financ. Stud."}],"container-title":["Lecture Notes in Computer Science","Advances in Computational Intelligence"],"original-title":[],"link":[{"URL":"http:\/\/link.springer.com\/content\/pdf\/10.1007\/978-3-319-59147-6_16","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2017,6,27]],"date-time":"2017-06-27T02:19:16Z","timestamp":1498529956000},"score":1,"resource":{"primary":{"URL":"http:\/\/link.springer.com\/10.1007\/978-3-319-59147-6_16"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2017]]},"ISBN":["9783319591469","9783319591476"],"references-count":21,"URL":"https:\/\/doi.org\/10.1007\/978-3-319-59147-6_16","relation":{},"ISSN":["0302-9743","1611-3349"],"issn-type":[{"type":"print","value":"0302-9743"},{"type":"electronic","value":"1611-3349"}],"subject":[],"published":{"date-parts":[[2017]]}}}