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Combining dimensionality reduction methods with neural networks for realized volatility forecasting Journal article
Andrea Bucci, HE Lidan, Liu Z(劉志). Combining dimensionality reduction methods with neural networks for realized volatility forecasting[J]. Annals of Operations Research, 2023.
Authors:  Andrea Bucci;  HE Lidan;  Liu Z(劉志)
Favorite | TC[WOS]:7 TC[Scopus]:5  IF:4.4/4.4 | Submit date：2023/08/15
Realized Volatility  Artificial Neural Network  Machine-learning  Pca Method  Bayesian Model Averaging  
Predicting ground-level ozone concentrations by adaptive Bayesian model averaging of statistical seasonal models Journal article
K. M. Mok, K. V. Yuen, K. I. Hoi, K. M. Chao, D. Lopes. Predicting ground-level ozone concentrations by adaptive Bayesian model averaging of statistical seasonal models[J]. Stochastic Environmental Research and Risk Assessment, 2017, 32(5), 1283-1297.
Authors:  K. M. Mok;  K. V. Yuen;  K. I. Hoi;  K. M. Chao;  D. Lopes
Favorite | TC[WOS]:10 TC[Scopus]:12  IF:3.9/3.6 | Submit date：2018/10/30
Adaptive Bayesian Model Averaging  Kalman Filter  Model Switching  Ozone Prediction  Statistical Model