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A new financial stress index model based on support vector regression and control chart - MaRDI portal

A new financial stress index model based on support vector regression and control chart (Q5130192)

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scientific article; zbMATH DE number 7269583
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A new financial stress index model based on support vector regression and control chart
scientific article; zbMATH DE number 7269583

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    A new financial stress index model based on support vector regression and control chart (English)
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    4 November 2020
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    rough set theory
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    support vector regression
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    financial stress index
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    extreme value theory
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    control chart
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