Pages that link to "Item:Q5386287"

The following pages link to Estimating market risk with neural networks (Q5386287):

Displaying 20 items.

• Estimation of the essential supremum of a regression function (Q534426) (← links)
• Decision technologies for computational finance. Proceedings of the fifth international conference computational finance, London, GB, December 1997. (Q705354) (← links)
• Using neural networks to forecast the systematic risk of stocks (Q1268447) (← links)
• Neural network calibrated stochastic processes: forecasting financial assets (Q1788897) (← links)
• A regression-based smoothing spline Monte Carlo algorithm for pricing American options in discrete time (Q2006839) (← links)
• Nonlinear autoregressive sieve bootstrap based on extreme learning machines (Q2045710) (← links)
• Measuring systematic risk with neural network factor model (Q2137662) (← links)
• Non-parametric news impact curve: a variational approach (Q2156537) (← links)
• Data driven value-at-risk forecasting using a SVR-GARCH-KDE hybrid (Q2203392) (← links)
• Clustering nonlinear time series with neural network bootstrap forecast distributions (Q2237523) (← links)
• On the use of estimating functions in monitoring time series for change points (Q2344391) (← links)
• A note on the identifiability of the conditional expectation for the mixtures of neural networks (Q2483449) (← links)
• Testing for parameter stability in nonlinear autoregressive models (Q2931587) (← links)
• (Q3054559) (← links)
• Properties of the neural network sieve bootstrap (Q3106424) (← links)
• (Q3414570) (← links)
• Stochastic Variance Models in Discrete Time with Feedforward Neural Networks (Q3497613) (← links)
• Necessary and sufficient conditions for the pointwise convergence of nearest neighbor regression function estimates (Q3942221) (← links)
• Efficient nonparametric estimation and inference for the volatility function (Q5384667) (← links)
• On geometric ergodicity of CHARME models (Q5391310) (← links)