Search Results - subject:"Statistical learning theory"

Efficient factor GARCH models and factor-DCC models

Zhang, Kun; Chan, Laiwan - In: Quantitative Finance 9 (2009) 1, pp. 71-91

We report that, in the estimation of univariate GARCH or multivariate generalized orthogonal GARCH (GO-GARCH) models, maximizing the likelihood is equivalent to making the standardized residuals as independent as possible. Based on this, we propose three factor GARCH models in the framework of...

Persistent link: https://www.econbiz.de/10005495783

Multicategory classification via discrete support vector machines

Orsenigo, Carlotta; Vercellis, Carlo - In: Computational Management Science 6 (2009) 1, pp. 101-114

Persistent link: https://www.econbiz.de/10005596530

Bayesian spatial modeling of genetic population structure

Corander, Jukka; Sirén, Jukka; Arjas, Elja - In: Computational Statistics 23 (2008) 1, pp. 111-129

Persistent link: https://www.econbiz.de/10005184301

New approaches to statistical learning theory

Bousquet, Olivier - In: Annals of the Institute of Statistical Mathematics 55 (2003) 2, pp. 371-389

Persistent link: https://www.econbiz.de/10005395744