Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines
Year of publication: |
2012-05-21
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Authors: | Li, Yushu |
Institutions: | Nationalekonomiska Institutionen, Ekonomihögskolan |
Subject: | SVM | APARCH | Wavelet Kernel | Monte Carlo Experiment |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series Working Papers Number 2012:13 19 pages |
Classification: | C14 - Semiparametric and Nonparametric Methods ; C53 - Forecasting and Other Model Applications ; C61 - Optimization Techniques; Programming Models; Dynamic Analysis |
Source: |
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Estimating and Forecasting APARCH-Skew-t Models by Wavelet Support Vector Machines
Li, Yushu, (2012)
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Estimating and forecasting APARCH-Skew-t model by wavelet support vector machines
Li, Yushu, (2014)
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Support vector machines with evolutionary feature selection for default prediction
Härdle, Wolfgang Karl, (2012)
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Estimating Long Memory Causality Relationships by a Wavelet Method
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Li, Yushu, (2012)
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Reese, Simon, (2013)
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