Zero-intelligence realized variance estimation.
Jim GatheralRoel C. A. OomenPublished in: Finance Stochastics (2010)
Keyphrases
- artificial intelligence
- robust estimation
- estimation algorithm
- accurate estimation
- standard deviation
- information retrieval
- case study
- estimation accuracy
- parameter estimation
- unbiased estimator
- data sets
- variance reduction
- ai systems
- prediction error
- intelligent systems
- least squares
- feature selection
- computer vision
- databases