Valeriy V. Gavrishchaka

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Boosting-Based Frameworks in Financial Modeling: Application to Symbolic Volatility Forecasting
Advances in Econometrics
2010-06-30Paper
Discovery of multi-component portfolio strategies with continuous tuning to the changing market micro-regimes using input-dependent boosting.2009-01-28Paper
Support vector machine as an efficient framework for stock market volatility forecasting
Computational Management Science
2008-01-22Paper
BOOSTING-BASED FRAMEWORK FOR PORTFOLIO STRATEGY DISCOVERY AND OPTIMIZATION
New Mathematics and Natural Computation
2007-02-08Paper


Research outcomes over time


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