Xing Yan, Weizhong Zhang, Lin Ma, Wei Liu, Qi Wu. Parsimonious Quantile Regression of Financial Asset Tail Dynamics via Sequential Learning. In Samy Bengio, Hanna M. Wallach, Hugo Larochelle, Kristen Grauman, Nicolò Cesa-Bianchi, Roman Garnett, editors, Advances in Neural Information Processing Systems 31: Annual Conference on Neural Information Processing Systems 2018, NeurIPS 2018, 3-8 December 2018, Montréal, Canada. pages 1582-1592, 2018. [doi]
Abstract is missing.