Forecasting nonnegative option price distributions using Bayesian kernel methods.
Hyejin ParkJaewook LeePublished in: Expert Syst. Appl. (2012)
Keyphrases
- kernel methods
- kernel function
- learning problems
- support vector
- feature space
- support vector machine
- reproducing kernel hilbert space
- support vector regression
- linear programming
- machine learning
- kernel matrices
- gaussian kernel
- bayesian networks
- probability distribution
- kernel matrix
- kernel ridge regression
- multiple kernel learning
- maximum likelihood
- least squares
- gaussian processes
- kernel pca
- graph kernels
- kernel principal component analysis
- principal component analysis
- probabilistic model
- objective function
- data mining