Estimation of Volatility on the Small Sample with Generalized Maximum Entropy.

Quanrui Song Songsak Sriboonchitta Somsak Chanaim Chongkolnee Rungruang

Published in: IUKM (2018)

Keyphrases

maximum entropy
small sample
maximum entropy principle
sample size
support vector machine
ls svm
feature selection
conditional random fields
high dimensional
parameter estimation
bayesian networks
least squares
high dimensionality
feature selection algorithms