Xiaodao Wu, Yanfeng Sun, Yanchun Liang. A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression. In Xiaotie Deng, Yinyu Ye, editors, Internet and Network Economics, First International Workshop, WINE 2005, Hong Kong, China, December 15-17, 2005, Proceedings. Volume 3828 of Lecture Notes in Computer Science, pages 1094-1102, Springer, 2005. [doi]
@inproceedings{WuSL05:0,
title = {A Quantile-Data Mapping Model for Value-at-Risk Based on BP and Support Vector Regression},
author = {Xiaodao Wu and Yanfeng Sun and Yanchun Liang},
year = {2005},
doi = {10.1007/11600930_110},
url = {http://dx.doi.org/10.1007/11600930_110},
tags = {rule-based},
researchr = {https://researchr.org/publication/WuSL05%3A0},
cites = {0},
citedby = {0},
pages = {1094-1102},
booktitle = {Internet and Network Economics, First International Workshop, WINE 2005, Hong Kong, China, December 15-17, 2005, Proceedings},
editor = {Xiaotie Deng and Yinyu Ye},
volume = {3828},
series = {Lecture Notes in Computer Science},
publisher = {Springer},
isbn = {3-540-30900-4},
}