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The calibration of rating models : estimation of the probability of default based on advanced pattern classification methods

Konrad, Paul Markus - 2012

Persistent link: https://www.econbiz.de/10009663748

Rating companies with support vector machines

Härdle, Wolfgang (contributor); Moro, R. A. (contributor); … - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10002009009

Inflation and unemployment forecasting with genetic support vector regression

Sermpinis, Georgios; Stasinakis, Charalampos; … - In: Journal of forecasting 33 (2014) 6, pp. 471-487

Persistent link: https://www.econbiz.de/10010426238

Non-Linear interactions and exchange rate prediction : empirical evidence using support vector regression

Peng, Yaohao; Albuquerque, Pedro H. - In: Applied mathematical finance 26 (2019) 1, pp. 69-100

Persistent link: https://www.econbiz.de/10012210260

Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds

Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 540-558

Persistent link: https://www.econbiz.de/10011793981

A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression

Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16

In this study, we proposed two types of hybrid models based on the heterogeneous autoregressive (HAR) model and support vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is first predicted using the HAR model, and the...

Persistent link: https://www.econbiz.de/10014480965