Complete subset least squares support vector regression

DOI10.1016/J.ECONLET.2021.109737zbMATH Open1462.62642OpenAlexW3118750500MaRDI QIDQ2659975FDOQ2659975

Authors: Yanyan Li 

Publication date: 29 March 2021

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2021.109737

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zbMATH Keywords

machine learningridge regressionvolatility forecastingBitcoincomplete subset regression

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Ridge regression; shrinkage estimators (Lasso) (62J07) Inference from stochastic processes and prediction (62M20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

• Complete subset regressions
• Title not available (Why is that?)
• Chaos control using least-squares support vector machines
• Least Squares Model Averaging
• Weighted least squares support vector machines: robustness and sparse approximation

Cited In (3)

• Complete subset regressions with large-dimensional sets of predictors
• Support vector regression for polyhedral and missing data
• Complete subset regressions

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