Index forecasting and model selection.
Christian HaefkeChristian HelmensteinPublished in: Intell. Syst. Account. Finance Manag. (2002)
Keyphrases
- model selection
- cross validation
- bayesian learning
- parameter estimation
- sample size
- hyperparameters
- mixture model
- regression model
- statistical learning
- meta learning
- feature selection
- statistical inference
- selection criterion
- motion segmentation
- error estimation
- gaussian process
- machine learning
- model selection criteria
- automatic model selection
- information criterion
- leave one out cross validation
- generalization error
- marginal likelihood
- generalization bounds
- learning algorithm
- bayesian methods
- support vector regression
- statistical model
- objective function
- bayesian model selection