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Time-Scale Transformations: Effects on VaR Models.
Fabio Lamantia
Sergio Ortobelli Lozza
Svetlozar T. Rachev
Published in:
International Conference on Computational Science (2004)
Keyphrases
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probabilistic model
database
real world
computer vision
decision making
prior knowledge
machine learning algorithms
complex systems
prediction model
neural network
image registration
statistical model
statistical models
mathematical models