A Trend-Based Segmentation Method and the Support Vector Regression for Financial Time Series Forecasting

Table 4

Model selection results from TSBM-SVR model for each stock.

Stock	Kernel
	Radial basis function (RBF)					Polynomial
	g	C	𝜀	SVs	RMSE	d	C	𝜀	SVs	RMSE
Apple	2^−1	10^3	10^−4	253	0.0819	2	[0.001 : 1000]	[0.0001 : 0.1]	71	0.266
BA	2^−1	10^3	10^−1	107	0.0955	2	[0.001 : 1000]	[0.0001 : 0.1]	76	0.269
CAT	2^−1	10^3	10^−3	254	0.0898	2	[0.001 : 1000]	[0.0001 : 0.1]	156	0.233
JNJ	2^−1	10^2	10^−1	137	0.2617	1	[0.001 : 1000]	[0.0001 : 0.1]	116	0.426
S&P 500	2^−1	10^3	10^−4	254	0.0004	1	[0.001 : 1000]	[0.0001 : 0.1]	112	0.379
VZ	2^−1	10^3	10^−3	251	0.0031	1	[0.001 : 1000]	[0.0001 : 0.1]	125	0.269
XOM	2^−1	10^3	10^−4	253	0.0001	2	[0.001 : 1000]	[0.0001 : 0.1]	182	0.18