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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

Stock price prediction using multi-scale nonlinear ensemble of deep learning and evolutionary weighted support vector regression

Wang, Jujie; Zhuang, Zhenzhen; Gao, Dongming; Li, Yang; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 27 (2023) 3, pp. 397-421

Persistent link: https://www.econbiz.de/10014372898

Forecasting chlorophyll-a concentration using empirical wavelet transform and support vector regression

Yu, Jin-Won; Kim, Ju-Song; Jong, Yun-Chol; Li, Xia; … - In: Journal of forecasting 41 (2022) 8, pp. 1691-1700

Persistent link: https://www.econbiz.de/10013465740

Erkennung von Adressenausfallrisiken : Kontodatenanalyse unter Einsatz binärer logistischer Regressionsmodelle

Kus, Christian - 2010

Persistent link: https://www.econbiz.de/10003955297

A statistical modeling approach to building an expert credit risk rating system

Waagepetersen, Rasmus - In: The journal of credit risk : published quarterly by … 6 (2010/11) 2, pp. 81-94

Persistent link: https://www.econbiz.de/10008646998

Bank monitoring, profit efficiency and the commercial lending business model

Akhigbe, Aigbe O.; McNulty, James E. - In: Journal of economics & business 63 (2011) 6, pp. 531-551

Persistent link: https://www.econbiz.de/10009425790

Behavioral credit scoring model for technology-based firms that considers uncertain financial ratios obtained from relationship banking

Sohn, So Young; Kim, Yoonseong - In: Small business economics : an entrepreneurship journal 41 (2013) 4, pp. 931-943

Persistent link: https://www.econbiz.de/10010254465

Censored regression techniques for credit scoring : a case study for the Commercial Bank of Zimbabwe (Bulawayo)

Hlongwane, Thandekile; Mdlongwa, Precious; Nare, Hausitoe; … - In: International journal of economics and finance 6 (2014) 10, pp. 227-242

Persistent link: https://www.econbiz.de/10010422923

Credit scoring for microfinance : is it worth it?

Van Gool, Joris; Verbeke, Wouter; Sercu, Piet; Baesens, Bart - In: International journal of finance & economics : IJFE 17 (2012) 2, pp. 103-123

Persistent link: https://www.econbiz.de/10009615703

Default predictors in credit scoring : evidence from France's retail banking instiution

Nguyen, Ha-thu - In: The journal of credit risk : published quarterly by … 11 (2015) 2, pp. 41-66

Persistent link: https://www.econbiz.de/10011298057