Predict GARCH based volatility of Shanghai composite index by recurrent relevant vector machines and recurrent least square support vector machines (Q4929358)
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scientific article; zbMATH DE number 5790256
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| English | Predict GARCH based volatility of Shanghai composite index by recurrent relevant vector machines and recurrent least square support vector machines |
scientific article; zbMATH DE number 5790256 |
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Predict GARCH Based Volatility of Shanghai Composite Index by Recurrent Relevant Vector Machines and Recurrent Least Square Support Vector Machines (English)
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22 September 2010
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recurrent relevant vector machine
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recurrent least square support vector machine
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volatility forecasting
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0.7809403538703918
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0.7663158178329468
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0.7512627840042114
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0.7373995184898376
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