Conference Proceedings

Volatility Homogenisation Kernel for Forecasting

Adam W Kowalewski, Owen D Jones, Kotagiri Ramamohanarao

INTERNATIONAL WORK-CONFERENCE ON TIME SERIES (ITISE 2014) | COPICENTRO GRANADA S L | Published : 2014

Keywords

Science & Technology
Decomposition
Kernels
Social Sciences, Mathematical Methods
Mathematics, Interdisciplinary Applications
Mathematical Methods in Social Sciences
Crossing Tree
Time-Series
Support Vector Machines
Martingales
Machine Learning
Support Vector Classification
Statistics & Probability
Physical Sciences
Social Sciences
Finance
Model
Mathematics
Economics
Variance
Business & Economics