• search
    search
  • reviewers
    reviewers
  • feeds
    feeds
  • assignments
    assignments
  • settings
  • logout

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.

L. Jeff HongSandeep JunejaGuangwu Liu
Published in: Oper. Res. (2017)
Keyphrases
  • kernel function
  • portfolio management
  • machine learning
  • information retrieval
  • decision making
  • support vector
  • least squares
  • nonparametric regression