Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting
From MaRDI portal
Publication:3571980
DOI10.1016/S0731-9053(05)20024-5zbMath1190.91154OpenAlexW2489431170MaRDI QIDQ3571980
Publication date: 30 June 2010
Published in: Advances in Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0731-9053(05)20024-5
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70)
Related Items (1)
This page was built for publication: Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting
