[图书][B] Modelling nonlinear economic time series
T Teräsvirta, D Tjøstheim, CWJ Granger - 2010 - academic.oup.com
This book contains a up-to-date overview of nonlinear time series models and their
application to modelling economic relationships. It considers nonlinear models in stationary …
application to modelling economic relationships. It considers nonlinear models in stationary …
On some models for value-at-risk
The idea of statistical learning can be applied in financial risk management. In recent years,
value-at-risk (VaR) has become the standard tool for market risk measurement and …
value-at-risk (VaR) has become the standard tool for market risk measurement and …
On convergence rates of mixtures of polynomial experts
EF Mendes, W Jiang - Neural computation, 2012 - ieeexplore.ieee.org
In this letter, we consider a mixture-of-experts structure where m experts are mixed, with
each expert being related to a polynomial regression model of order k. We study the …
each expert being related to a polynomial regression model of order k. We study the …
Convergence Rates and Model Selection for Mixture of Experts
EF Mendes - 2012 - search.proquest.com
Mixture-of-experts models are flexible generalizations of mixture-of-regressions models in
which the mixing weights change across the covariate space. In the first two chapters we …
which the mixing weights change across the covariate space. In the first two chapters we …
Convergence Rates for Mixture-of-Experts
EF Mendes, W Jiang - arXiv preprint arXiv:1110.2058, 2011 - arxiv.org
In mixtures-of-experts (ME) model, where a number of submodels (experts) are combined,
there have been two longstanding problems:(i) how many experts should be chosen, given …
there have been two longstanding problems:(i) how many experts should be chosen, given …