The following pages link to Shian-Chang Huang (Q554614):
Displayed 13 items.
- Wavelet-based multi-resolution GARCH model for financial spillover effects (Q554615) (← links)
- Integrating spectral clustering with wavelet based kernel partial least square regressions for financial modeling and forecasting (Q632930) (← links)
- A novel intelligent option price forecasting and trading system by multiple kernel adaptive filters (Q2293608) (← links)
- The nexus of financial development and economic growth across major Asian economies: evidence from bootstrap ARDL testing and machine learning approach (Q2297171) (← links)
- Using supervised kernel locality preserving projections to improve classifier performance on credit rating forecasting (Q3020601) (← links)
- Optimal forecasting of option prices using particle filters and neural networks (Q3020606) (← links)
- Risk-sensitive optimal exercise strategies of R&D projects under oligopoly competition (Q3020613) (← links)
- Pricing multivariate options under stochastic volatility lévy processes (Q3020617) (← links)
- Term structure of credit spreads with learning and anticipation effects (Q3020620) (← links)
- Managing supply chain risk with options and online spot markets (Q3062159) (← links)
- Combining Monte Carlo Filters with Support Vector Machines for Option Price Forecasting (Q3535503) (← links)
- Domestic and international leverage effects of major Asian stock markets based on stochastic volatility models (Q3643035) (← links)
- Combining wavelet-based feature extractions with SVMs for financial time series forecasting (Q5506032) (← links)