A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression.

Xiaodao Wu Yanfeng Sun Yanchun Liang

Published in: WINE (2005)

Keyphrases

support vector regression
data sets
experimental data
probabilistic model
hybrid model
training data
probability distribution
feature selection
back propagation neural network
artificial neural networks
back propagation
regression method
data points
hybrid genetic
forecasting model
face recognition
neural network