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Dynamic cointegration
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relevant vector machine
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Gerolimetto, Margherita
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Luchini, Silio Rigatti
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Computing in Economics and Finance 2006
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subject:"relevance vector machine"
(11 results)
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Dynamic cointegration and
relevant
vector
machine
: the relationship between gold and silver
Procidano, Isabella
;
Gerolimetto, Margherita
;
Luchini, …
-
Society for Computational Economics - SCE
-
2006
We use the
Relevant
Vector
Machine
, a technique of supervised learning introduced by Tipping (2001), to conduct a …
Persistent link: https://www.econbiz.de/10005706208
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