Estimating value at risk with semiparametric support vector quantile regression.
Jooyong ShimYongtae KimJangtaek LeeChangha HwangPublished in: Comput. Stat. (2012)
Keyphrases
- semi parametric
- quantile regression
- least squares
- support vector
- cross validated
- cross validation
- regression problems
- ls svm
- linear model
- statistical inference
- density estimation
- logistic regression
- constrained optimization
- support vector machine
- svm classifier
- linear regression
- kernel function
- neural network
- hyperparameters
- feature selection
- image sequences
- optical flow
- parametric models
- loss function
- classification accuracy