Volatility forecasting via SVR-GARCH with mixture of Gaussian kernels
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- Dynamic asset allocation for varied financial markets under regime switching framework
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- Exact mean integrated squared error
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- Forecasting Stock Market Volatility with Regime-Switching GARCH Models
- Forecasting volatility with support vector machine-based GARCH model
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- Inflation and unemployment forecasting with genetic support vector regression
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- Support vector machine as an efficient framework for stock market volatility forecasting
- Financial market forecasting using a two-step kernel learning method for the support vector regression
- Forecasting volatility with support vector machine-based GARCH model
- Estimating GARCH models using support vector machines*
- Short-term volatility forecasting with kernel support vector regression and Markov switching multifractal model
- Factor-based portfolio optimization
- Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition
- Conditional quantile change test for time series based on support vector regression
- Non-parametric estimation of a multiscale CHARN model using SVR
- Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns
- Estimating and forecasting APARCH-skew-\(t\) model by wavelet support vector machines
- Artificial intelligence in portfolio formation and forecast: Using different variance-covariance matrices
- scientific article; zbMATH DE number 1927182 (Why is no real title available?)
- Value-at-risk forecasting based on Gaussian mixture ARMA–GARCH model
- Optimal forecasting accuracy using Lp-norm combination
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