Lasso and Ridge for GARCH-X Models.

Woraphon Yamaka Paravee Maneejuk Sukrit Thongkairat

Published in: IUKM (1) (2023)

Keyphrases

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