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"A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support ..."

Xiaodao Wu, Yanfeng Sun, Yanchun Liang (2005)

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DOI: 10.1007/11600930_110

access: closed

type: Conference or Workshop Paper

metadata version: 2023-04-23

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  - conf/wine/WuSL05
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Xiaodao Wu, Yanfeng Sun, Yanchun Liang:
A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression. WINE 2005: 1094-1102

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