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Volumn 4212 LNAI, Issue , 2006, Pages 582-589

Making good probability estimates for regression

Author keywords

[No Author keywords available]

Indexed keywords

LEARNING SYSTEMS; OPTIMIZATION; PARAMETER ESTIMATION; PROBABILITY; PROBLEM SOLVING; RISK MANAGEMENT;

EID: 33750354909     PISSN: 03029743     EISSN: 16113349     Source Type: Book Series    
DOI: 10.1007/11871842_55     Document Type: Conference Paper
Times cited : (2)

References (19)
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    • (2000) Journal of Forecasting , vol.19 , Issue.4 , pp. 375-392
    • Weigend, A.S.1    Shi, S.2
  • 3
    • 0347623647 scopus 로고    scopus 로고
    • Evaluating density forecasts with applications to financial risk management
    • Diebold, F.X., Gunther, TA., Tay, A.S.: Evaluating density forecasts with applications to financial risk management. International Economic Review 39(4) (1998) 863-83
    • (1998) International Economic Review , vol.39 , Issue.4 , pp. 863-883
    • Diebold, F.X.1    Gunther, T.A.2    Tay, A.S.3
  • 7
    • 42449156579 scopus 로고
    • Generalized autoregressive conditional hetroskedasticity
    • Bollerslev, T.: Generalized autoregressive conditional hetroskedasticity. Journal of Econometrics 31 (1986) 307-327
    • (1986) Journal of Econometrics , vol.31 , pp. 307-327
    • Bollerslev, T.1
  • 8
    • 0004113976 scopus 로고
    • Technical report, Neural Computing Research Group, Aston University, Birmingham
    • Bishop, C.: Mixture density networks. Technical report, Neural Computing Research Group, Aston University, Birmingham (1994)
    • (1994) Mixture Density Networks
    • Bishop, C.1
  • 9
    • 0033362601 scopus 로고    scopus 로고
    • Evolutionary artificial neural networks
    • Yao, X.: Evolutionary artificial neural networks. In: Proceedings of the IEEE. Volume 87. (1999) 1423-1447
    • (1999) Proceedings of the IEEE , vol.87 , pp. 1423-1447
    • Yao, X.1
  • 10
    • 15344342907 scopus 로고    scopus 로고
    • Pareto evolutionary neural networks
    • Fieldsend, J., Singh, S.: Pareto evolutionary neural networks. IEEE Trans. Neural Networks 16(2) (2005) 338-354
    • (2005) IEEE Trans. Neural Networks , vol.16 , Issue.2 , pp. 338-354
    • Fieldsend, J.1    Singh, S.2
  • 13
    • 0000301907 scopus 로고
    • Remarks on a multivariate transformation
    • Rosenblatt: Remarks on a multivariate transformation. Annals of Math. and Stats. 23 (1952) 470-472
    • (1952) Annals of Math. and Stats. , vol.23 , pp. 470-472
    • Rosenblatt1
  • 14
    • 0344514767 scopus 로고    scopus 로고
    • An evaluation of tests of distributional forecasts
    • Noceti, P., Smith, J., Hodges, S.: An evaluation of tests of distributional forecasts. Journal of Forecasting 22(6-7) (2003) 447-455
    • (2003) Journal of Forecasting , vol.22 , Issue.6-7 , pp. 447-455
    • Noceti, P.1    Smith, J.2    Hodges, S.3
  • 17
    • 0000641348 scopus 로고
    • Conditional heteroskedasticity in asset returns: A new approach
    • Nelson, D.B.: Conditional heteroskedasticity in asset returns: A new approach. Econometrica 59 (1991) 347-370
    • (1991) Econometrica , vol.59 , pp. 347-370
    • Nelson, D.B.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.