A new financial stress index model based on support vector regression and control chart (Q5130192)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7269583
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A new financial stress index model based on support vector regression and control chart |
scientific article; zbMATH DE number 7269583 |
Statements
A new financial stress index model based on support vector regression and control chart (English)
0 references
4 November 2020
0 references
rough set theory
0 references
support vector regression
0 references
financial stress index
0 references
extreme value theory
0 references
control chart
0 references
0 references
0.7667144536972046
0 references
0.6999958753585815
0 references
0.689561128616333
0 references
0.6874712705612183
0 references
0.6848928928375244
0 references