Complete subset least squares support vector regression

DOI10.1016/J.ECONLET.2021.109737MaRDI QIDQ2659975zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 845714 (Why is no real title available?)
• Chaos control using least-squares support vector machines
• Complete subset regressions
• 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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