A Research in Performances of Non-normal ARCH Type Models and of VaR Measure.

Xiaoyong Zhang Min Yu

Published in: CSO (2) (2009)

Keyphrases

probabilistic model
model selection
statistical model
statistical models
search engine
image sequences
artificial neural networks
prediction model
data mining
genetic algorithm
artificial intelligence
training data
bayesian networks
expert systems
hidden markov models
neural network model