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An exponentially weighted quantile regression via SVM with application to estimating multiperiod VaR.

Qifa XuCuixia JiangYaoyao He
Published in: Stat. Methods Appl. (2016)
Keyphrases
  • quantile regression
  • support vector machine svm
  • training data
  • least squares
  • support vector
  • multi class
  • image classification
  • kernel function
  • road network