Pages that link to "Item:Q1789603"
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The following pages link to Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603):
Displaying 11 items.
- Financial market forecasting using a two-step kernel learning method for the support vector regression (Q970173) (← links)
- Optimal forecasting accuracy using Lp-norm combination (Q2168554) (← links)
- Support vector machine as an efficient framework for stock market volatility forecasting (Q2468372) (← links)
- Forecasting volatility with support vector machine-based GARCH model (Q3065523) (← links)
- Estimating GARCH models using support vector machines* (Q4647256) (← links)
- Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model (Q4914961) (← links)
- Factor-based portfolio optimization (Q6093697) (← links)
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices (Q6107610) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
- Cryptocurrency volatility forecasting: what can we learn from the first wave of the COVID-19 outbreak? (Q6148812) (← links)
- Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition (Q6644359) (← links)
