安慰 发表于 2025-3-23 11:09:11

Combining Multivariate Volatility Models,s, dealing with all these modeling options is not always straightforward. A possible solution is the combination of volatility forecasts. The aim of this work is to present a forecast combination strategy in which the combined models are selected by the Model Confidence Set (MCS) procedure, implemented under two economic loss functions (LFs).

subordinate 发表于 2025-3-23 17:12:44

Bayesian Factorization Machines for Risk Management and Robust Decision Making,d for recommendation systems, but later used also for regression, are a good choice for incorporating interaction terms into the model, since they can effectively exploit the sparse nature of typical datasets found in econometrics.

grovel 发表于 2025-3-23 19:24:26

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BABY 发表于 2025-3-23 23:42:22

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CHYME 发表于 2025-3-24 06:00:12

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insurrection 发表于 2025-3-24 08:08:02

Book 2018scientific results. This volume introduces new ideas, in the form of four-page papers, presented at the international conference Mathematical and Statistical Methods for Actuarial Sciences and Finance (MAF), held at Universidad Carlos III de Madrid (Spain), 4th-6th April 2018. ..The book covers a wi

称赞 发表于 2025-3-24 13:52:30

Francesco Bartolucci,Alessandro Cardinali,Fulvia Pennonin from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing actinorhizal symbioses, which occur between soil actinomycetes of the genus Frankia and a diverse group of dicotyledonous plants, collectively called actinorhizal plants. These symbioses play vital roles in na

Default 发表于 2025-3-24 15:25:36

Francesco Battaglia,Domenico Cucina,Manuel Rizzon from the biological systems to the industrial processes. Volume 6 covers nitrogen-fixing actinorhizal symbioses, which occur between soil actinomycetes of the genus Frankia and a diverse group of dicotyledonous plants, collectively called actinorhizal plants. These symbioses play vital roles in na

cumulative 发表于 2025-3-24 21:57:40

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愚蠢人 发表于 2025-3-25 00:51:11

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查看完整版本: Titlebook: Mathematical and Statistical Methods for Actuarial Sciences and Finance; MAF 2018 Marco Corazza,María Durbán,Marilena Sibillo Book 2018 Spr