qs66 / An-Alternative-Approach-to-Forecast-the-Volatility-of-Multiscale-and-High-Dimensional-Market-Data
Traditional methods for volatility forecast of multiscale and high-dimensional data like foreign-exchange and stock market volatility have both advantages and disadvantages which have been identified. In my project, I apply the Support Vector Machine (SVM) as a complimentary volatility method which is capable dealing of such type of data. SVM-b…
☆11Updated 7 years ago
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