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~institution:"Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)"
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Données séquentielles
1
Erreur de généralisation
1
Generalization error
1
Sequential data
1
cross-validation
1
estimation de la variance
1
generalization
1
généralisation
1
hyper-parameters
1
hyper-paramètres
1
hypothesis tests
1
niveau
1
power
1
puissance
1
rendement d'actions
1
size
1
stock returns
1
test d'hypothèses
1
validation croisée
1
variance estimation
1
volatility.
1
volatilité
1
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2
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English
2
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Bengio, Yoshua
2
Dugas, Charles
1
Nadeau, Claude
1
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Centre Interuniversitaire de Recherche en Analyse des Organisations (CIRANO)
Centre de Sociologie de l'Innovation (CSI), MINES ParisTech
1
Department of Economics, Iowa State University
1
Department of Economics, Oxford University
1
Fakultät für Wirtschaftswissenschaft, Otto-von-Guericke-Universität Magdeburg
1
Society for the Study of Economic Inequality - ECINEQ
1
Université Paris-Dauphine (Paris IX)
1
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
1
eSocialSciences
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CIRANO Working Papers
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RePEc
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Forecasting Non-Stationary Volatility with Hyper-Parameters
Bengio, Yoshua
;
Dugas, Charles
-
Centre Interuniversitaire de Recherche en Analyse des …
-
2002
develop a measure of
generalization
for such data and we consider a recently proposed approach to optimizing hyper …
Persistent link: https://www.econbiz.de/10005417575
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2
Inference for the
Generalization
Error
Bengio, Yoshua
;
Nadeau, Claude
-
Centre Interuniversitaire de Recherche en Analyse des …
-
1999
We perform a theoretical investigation of the variance of the cross-validation estimate of the
generalization
error …
Persistent link: https://www.econbiz.de/10005417549
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