Pages that link to "Item:Q4647256"

The following pages link to Estimating GARCH models using support vector machines* (Q4647256):

Displaying 7 items.

• Boosting GARCH and neural networks for the prediction of heteroskedastic time series (Q984159) (← links)
• Shape constrained risk-neutral density estimation by support vector regression (Q1671251) (← links)
• Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603) (← 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)
• Conditional quantile change test for time series based on support vector regression (Q6141736) (← links)
• Incorporating causality in energy consumption forecasting using deep neural networks (Q6589090) (← links)