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Measuring financial risk with generalized asymmetric least squares regression 期刊论文
APPLIED SOFT COMPUTING, 2011, 卷号: 11, 期号: 8, 页码: 5793-5800
作者:  Wang, Yongqiao;  Wang, Shouyang;  Lai, K. K.
收藏  |  浏览/下载:101/0  |  提交时间:2018/07/30
Risk measurement  Value-at-risk  Expected shortfall  Kernel trick  Asymmetric least squares regression  
A neural-network-based nonlinear metamodeling approach to financial time series forecasting 期刊论文
APPLIED SOFT COMPUTING, 2009, 卷号: 9, 期号: 2, 页码: 563-574
作者:  Yu, Lean;  Wang, Shouyang;  Lai, Kin Keung
收藏  |  浏览/下载:106/0  |  提交时间:2018/07/30
Artificial neural networks  Metamodeling  Data sampling  Meta-learning  PCA  Financial time series forecasting