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An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series.

Heng-Guo ZhangLibo WuYan SongChi-Wei SuQingping WangFei Su
Published in: Cogn. Comput. (2018)
Keyphrases
  • prior knowledge
  • online learning
  • learning models
  • learning algorithm
  • learning scheme
  • high dimensional time series
  • image sequences
  • learning process
  • statistical model
  • probability density function
  • risk management