Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (Q1789603)
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scientific article; zbMATH DE number 6950371
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| English | Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels |
scientific article; zbMATH DE number 6950371 |
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Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels (English)
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10 October 2018
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volatility forecasting
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statistical learning theory
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support vector regression
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mixture of kernels
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Gaussian mixtures
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market regimes
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0.847671389579773
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0.7874460816383362
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0.7856799960136414
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0.7804796695709229
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