Complete subset least squares support vector regression

DOI10.1016/J.ECONLET.2021.109737zbMath1462.62642OpenAlexW3118750500MaRDI QIDQ2659975

Yanyan Li

Publication date: 29 March 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109737

zbMATH Keywords

ridge regressionmachine learningvolatility forecastingBitcoincomplete subset regression

Mathematics Subject Classification ID

Inference from stochastic processes and prediction (62M20) Ridge regression; shrinkage estimators (Lasso) (62J07) Applications of statistics to actuarial sciences and financial mathematics (62P05) Learning and adaptive systems in artificial intelligence (68T05)

Cites Work

• Unnamed Item
• Complete subset regressions
• Weighted least squares support vector machines: robustness and sparse approximation
• Chaos control using least-squares support vector machines
• Least Squares Model Averaging

This page was built for publication: Complete subset least squares support vector regression