Skew Index : a machine learning forecasting approach
Esteban Vanegas, Andrés Mora-Valencia
| Year of publication: |
2024
|
|---|---|
| Authors: | Vanegas, Esteban ; Mora-Valencia, Andrés |
| Published in: |
Risk management : an international journal. - Berlin : Springer Nature Limited, ISSN 1743-4637, ZDB-ID 2180561-1. - Vol. 27.2024, 1, Art.-No. 2, p. 1-60
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| Subject: | Forecasting | LASSO | Neural networks | Skew Index | Neuronale Netze | Prognoseverfahren | Forecasting model | Künstliche Intelligenz | Artificial intelligence | Aktienindex | Stock index | Index | Index number | Prognose | Forecast | Index-Futures | Index futures | Statistische Verteilung | Statistical distribution |
| Description of contents: | Description [link.springer.com] |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/s41283-024-00152-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015193201