Dang, Justin; Ullah, Aman - In: Journal of risk and financial management : JRFM 15 (2022) 1, pp. 1-12
parametric estimator and a nonparametric estimator based on machine learning. A popular kernel-based machine learning algorithm …, known as the kernel-regularized least squares estimator, is used to estimate the nonparametric component. We discuss how to …