An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series

Heng-Guo Zhang, Libo Wu, Yan Song, Chi-Wei Su, Qingping Wang, Fei Su. An Online Sequential Learning Non-parametric Value-at-Risk Model for High-Dimensional Time Series. Cognitive Computation, 10(2):187-200, 2018. [doi]

Abstract

Abstract is missing.