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Data sets from car insurance companies often have a high-dimensional complex dependency structure. The use of classical statistical methods such as generalized linear models or Tweedie?s compound Poisson model can yield problems in this case. Christmann (2004) proposed a general approach to...
Persistent link: https://www.econbiz.de/10010296633
nonparametric approach based on a combination of kernel logistic regression and ¡support vector regression. …
Persistent link: https://www.econbiz.de/10010306241
The primary objective of this research is to obtain an accurate forecasting model for the US presidential election. To identify a reliable model, artificial neural networks (ANN) and support vector regression (SVR) models are compared based on some specified performance measures. Moreover, six...
Persistent link: https://www.econbiz.de/10011995849
We introduce a multistep-ahead forecasting methodology that combines empirical mode decomposition (EMD) and support vector regression (SVR). This methodology is based on the idea that the forecasting task is simplified by using as input for SVR the time series decomposed with EMD. The outcomes...
Persistent link: https://www.econbiz.de/10011996563
Despite the booming development of financial technology (fintech) in China, little academic literature has explored the effects of fintech on poverty. This paper explores the effects of fintech on poverty alleviation in the provinces of China. The sample includes data for 31 provinces for the...
Persistent link: https://www.econbiz.de/10013266814
We propose our quarterly earnings prediction (QEPSVR) model, which is based on epsilon support vector regression (ε-SVR), as a new univariate model for quarterly earnings forecasting. This follows the recommendations of Lorek (Adv Account 30:315–321, 2014....
Persistent link: https://www.econbiz.de/10014504255
Diabetes has become an important public health issue in the twenty-first century, and dialysis treatment has become a large burden on the National Health Insurance of Taiwan. Diabetic nephropathy(DN) is the leading factor that determines whether patients with diabetes will require dialysis....
Persistent link: https://www.econbiz.de/10011781180
Nonparametric prediction of time series is a viable alternative to parametric prediction, since parametric prediction relies on the correct specification of the process, its order and the distribution of the innovations. Often these are not known and have to be estimated from the data. Another...
Persistent link: https://www.econbiz.de/10010316016
conditional heteroscedasticity (GARCH) formulation. Based on this, VaR is derived by applying kernel density estimation (KDE …
Persistent link: https://www.econbiz.de/10012433150
In this article we overview nonparametric (spline and kernel) regression methods and illustrate how they may be used in …
Persistent link: https://www.econbiz.de/10011984474