Sign in
An Improved CAViaR Model for Oil Price Risk.
Dashan Huang
Baimin Yu
Lean Yu
Frank J. Fabozzi
Masao Fukushima
Published in:
International Conference on Computational Science (3) (2007)
Keyphrases
</>
probabilistic model
mathematical model
objective function
computational model
analytical model
data sets
theoretical analysis
experimental data
conceptual model
neural network
data mining
decision trees
high level
least squares
decision makers
sensitivity analysis