High-frequency financial data analysis and modeling is a new research field in financial econometrics.
高频金融数据的分析与建模是金融计量学的一个全新的研究领域。
Numerical test results show that SVR has good ability of modeling nonstationary financial time series and good generalization under small data set available.
数值实验表明，SVR方法对非平稳的金融时间序列具有良好的建模和泛化能力。
Numerical test results show that SVR has good ability of modeling nonstationary financial time series and good generalization under small data set available.
数值实验表明，SVR方法对非平稳的金融时间序列具有良好的建模和泛化能力。
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