In this paper we use insensitive support vector machine
A noteworthy issue in SVWQR is the selection of the weight function. The ascending weight suggested by Cao and Gu (2002) is based on the idea that more recent data should be considered for heavier weight. This weighting program is, however, artificially set in advance. There are some other alternatives to address this AG-1478 issue. For example, the trading volume in the financial market has been used by Zbikowski (2015) to propose a new method: Volume Weighted Support Vector Machines.