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Lasso and Ridge for GARCH-X Models.
Woraphon Yamaka
Paravee Maneejuk
Sukrit Thongkairat
Published in:
IUKM (1) (2023)
Keyphrases
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least squares
statistical models
real time
machine learning
multiscale
model selection
complex systems
classification models
database
neural network
genetic algorithm
multi objective
probabilistic model
parameter estimation
experimental data
linear regression