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Several Extended CAViaR Models and Their Applications to the VaR Forecasting of the Security Markets.

Xiaorong YangChun HeJie Chen
Published in: J. Adv. Comput. Intell. Intell. Informatics (2016)
Keyphrases
  • intrusion detection
  • short term
  • long term
  • complex systems
  • information security
  • bayesian networks
  • prior knowledge
  • access control
  • neural network model
  • prediction model
  • historical data
  • electricity markets