A systematic literature review on support vector machines applied to regression

This article aims to identify the current state of the art of the latest research related to models and algorithms in support vector machines for regression. For that, we use the methodology proposed by Kitchenham and Charter, in order to answer the following research questions: Q1: In which research areas is the support vector machine for regression most used? Q2. What optimization models are used to support vector machine for regression? Q3. What algorithms or optimization methods are used to solve support vector machine for regression? Q4. What nonconvex optimization models use support vector machine for regression? Q5. What optimization algorithms are used for nonconvex models to support vector machine for regression? We obtain valuable information about the questions to construct new models and algorithms in this research area.