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  1. Comparison of the finite mixture of ARMA-GARCH NN SVM financial returns..pdf

  2. Hossain, A. , & Nasser, M. (2011). Comparison of the finite mixture of ARMA-GARCH, back propagation neural networks and support-vector machines in forecasting financial returns. Journal of Applied Statistics, 38 (3), 533–551 .
  3. 所属分类:金融

    • 发布日期:2020-09-14
    • 文件大小:776192
    • 提供者:qq_18822147