Regression Model for China's Gold Futures Hedging Ratio and Function.
Tianqi ZhuRongda ChenPublished in: BIFE (2013)
Keyphrases
- regression model
- linear model
- generalized linear models
- prediction model
- model selection
- financial markets
- regression analysis
- multivariate regression
- logistic regression models
- gaussian process
- linear regression model
- regression trees
- interval valued data
- independent variables
- support vector regression
- regression methods
- kernel regression
- explanatory variables
- data mining
- regression method
- locally weighted
- generalized linear
- logistic regression
- support vector
- machine learning