Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model | |
He, KJ; Xie, C; Lai, KK | |
会议名称 | ADVANCES IN NEURAL NETWORKS - ISNN 2008, PT I, PROCEEDINGS |
会议日期 | 2008 |
会议地点 | 148-157 |
关键词 | Wavelet analysis Value at risk Support vector regression Nonlinear ensemble Principle component analysis |
会议录 | Vol.5263 |
URL标识 | 查看原文 |
内容类型 | 会议论文 |
URI标识 | http://www.corc.org.cn/handle/1471x/6706579 |
专题 | 湖南大学 |
作者单位 | Hunan Univ, Coll Business Adm, Changsha 410082, Hunan, Peoples R China |
推荐引用方式 GB/T 7714 | He, KJ,Xie, C,Lai, KK. Estimation of Value-at-Risk for Exchange Risk Via Kernel Based Nonlinear Ensembled Multi Scale Model[C]. 见:ADVANCES IN NEURAL NETWORKS - ISNN 2008, PT I, PROCEEDINGS. 148-157. 2008. |
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