On conditional risk estimation considering model risk
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Cites work
- Asymptotic normality of support vector machine variants and other regularized kernel methods
- Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation
- Benchmarking least squares support vector machine classifiers
- Financial forecasting using support vector machines
- Generalized autoregressive conditional heteroscedasticity
- Support vector machine as an efficient framework for stock market volatility forecasting
- Support Vector Machines
- Weighted least squares support vector machines: robustness and sparse approximation
Cited in
(6)- Inference for conditional value-at-risk of a predictive regression
- Value-at-risk estimation by LS-SVR and FS-LS-SVR based on GAS model
- Nonparametric predictive inference for American option pricing based on the binomial tree model
- Excess risk estimation under multistage model misspecification
- Conditional Risk Mappings
- Range-based risk measures and their applications
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