A new financial stress index model based on support vector regression and control chart

DOI10.1080/02664763.2014.986076OpenAlexW2067681933MaRDI QIDQ5130192

Amira Dridi, Mohamed El Ghourabi, Mohamed Limam

Publication date: 4 November 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2014.986076

zbMATH Keywords

extreme value theoryrough set theorycontrol chartsupport vector regressionfinancial stress index

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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