Pages that link to "Item:Q3065523"
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The following pages link to Forecasting volatility with support vector machine-based GARCH model (Q3065523):
Displaying 11 items.
- Recurrent support vector regression for a non-linear ARMA model with applications to forecasting financial returns (Q740075) (← links)
- Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← links)
- Maximum likelihood estimation for uncertain autoregressive moving average model with application in financial market (Q2088780) (← links)
- Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
- Intraday volume percentages forecasting using a dynamic SVM-based approach (Q2400458) (← links)
- Support vector machine as an efficient framework for stock market volatility forecasting (Q2468372) (← links)
- Forecasting Stock Market Volatility with Regime-Switching GARCH Models (Q3368403) (← links)
- Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting (Q3571980) (← links)
- Estimating GARCH models using support vector machines* (Q4647256) (← links)
- News augmented GARCH(1,1) model for volatility prediction (Q5234129) (← links)
- Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
