Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (Q5068083)
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scientific article; zbMATH DE number 7503260
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| English | Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model |
scientific article; zbMATH DE number 7503260 |
Statements
Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model (English)
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5 April 2022
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short-term volatility forecasting
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MSM-PSO-SVR
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Fourier kernel
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kernel selection
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0.7682132720947266
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0.7632670402526855
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0.7529120445251465
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0.7507376074790955
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0.7372006177902222
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