Woraphon Yamaka, Paravee Maneejuk, Sukrit Thongkairat. Lasso and Ridge for GARCH-X Models. In Van-Nam Huynh, Bac Le, Katsuhiro Honda, Masahiro Inuiguchi, Youji Kohda, editors, Integrated Uncertainty in Knowledge Modelling and Decision Making - 10th International Symposium, IUKM 2023, Kanazawa, Japan, November 2-4, 2023, Proceedings, Part I. Volume 14375 of Lecture Notes in Computer Science, pages 165-176, Springer, 2023. [doi]
Abstract is missing.