Stock and bond return predictability: the discrimination power of model selection criteria.
Rosario Dell'AquilaElvezio RonchettiPublished in: Comput. Stat. Data Anal. (2006)
Keyphrases
- discrimination power
- model selection criteria
- model selection
- selection criteria
- selection criterion
- classification accuracy
- feature representation
- information criterion
- stock price
- cross validation
- marginal likelihood
- multiple features
- visual similarity
- image registration
- computer vision
- gaussian process
- mutual information
- feature space
- feature selection