Non-parametric regression methods

DOI10.1007/s10287-005-0006-4zbMath1127.62036OpenAlexW2063971729MaRDI QIDQ2468374

Huseyin Ince

Publication date: 22 January 2008

Published in: Computational Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10287-005-0006-4

zbMATH Keywords

artificial neural networkssupport vector machinesGARCH modelsstock return prediction

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Neural nets and related approaches to inference from stochastic processes (62M45)

Related Items (1)

Addressing the economic and demographic complexity via a neural network approach: risk measures for reverse mortgages

Uses Software

• SVMlight
• SvmFu
• SVMTorch
• RSVM

Cites Work

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• Support-vector networks
• ARCH models as diffusion approximations
• 10.1162/15324430152733142
• Modelling the persistence of conditional variances
• Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

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