Predictability and Model Selection in the Context of Arch Models

SSRN Electronic Journal ◽

10.2139/ssrn.2804983 ◽

1999 ◽

Author(s):

Stavros Antonios Degiannakis ◽

Evdokia Xekalaki

Keyword(s):

Model Selection ◽

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SPEC model selection algorithm for ARCH models: an options pricing evaluation framework

Applied Financial Economics Letters ◽

10.1080/17446540701765258 ◽

2008 ◽

Vol 4 (6) ◽

pp. 419-423 ◽

Author(s):

Stavros Degiannakis ◽

Evdokia Xekalaki

Keyword(s):

Model Selection ◽

Evaluation Framework ◽

Options Pricing ◽

Selection Algorithm ◽

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Predictability and model selection in the context of ARCH models

Applied Stochastic Models in Business and Industry ◽

10.1002/asmb.551 ◽

2005 ◽

Vol 21 (1) ◽

pp. 55-82 ◽

Author(s):

Stavros Degiannakis ◽

Evdokia Xekalaki

Keyword(s):

Model Selection ◽

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Assessing the performance of a prediction error criterion model selection algorithm in the context of ARCH models

Applied Financial Economics ◽

10.1080/09603100500461686 ◽

2007 ◽

Vol 17 (2) ◽

pp. 149-171 ◽

Author(s):

Stavros Degiannakis ◽

Evdokia Xekalaki

Keyword(s):

Model Selection ◽

Prediction Error ◽

Selection Algorithm ◽

Error Criterion ◽

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ON SUITABLE MODEL SELECTION APPROACH FOR ANALYSIS OF MENTAL HEALTH SERVICE USE DATA

IAPQR TRANSACTIONS ◽

10.32381/iapqrt.2019.43.02.6 ◽

2019 ◽

Vol 43 (2) ◽

pp. 212-222

Author(s):

DULAL K. BHAUMIK ◽

◽

SUBHASH ARYAL ◽

SCOTT HUR ◽

◽

...

Keyword(s):

Mental Health ◽

Mental Health Service ◽

Model Selection ◽

Health Service ◽

Service Use ◽

Mental Health Service Use ◽

Health Service Use ◽

Suitable Model ◽

Model Selection Approach ◽

Selection Approach

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A Teaching Note for Model Selection and Validation

Mathematical Journal of Interdisciplinary Sciences ◽

10.15415/mjis.2013.12012 ◽

2013 ◽

Vol 1 (2) ◽

pp. 55-62 ◽

Author(s):

K. Muralidharan

Keyword(s):

Model Selection

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A Diagnostic Framework for "Bashed" Wells in Unconventional Reservoirs: A Numerical Simulation and Model Selection Theory Approach

Proceedings of the 4th Unconventional Resources Technology Conference ◽

10.15530/urtec-2016-2448463 ◽

2016 ◽

Author(s):

L. Zhe ◽

R. Younis ◽

J. Jiang

Keyword(s):

Numerical Simulation ◽

Model Selection ◽

Unconventional Reservoirs ◽

Theory Approach ◽

Selection Theory ◽

Diagnostic Framework

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A Model Selection Approach to the Two-Phase Regression Estimation and The Human Sensitivity Analysis in Urban Ecosystem

Behaviormetrika ◽

10.2333/bhmk.10.13_1 ◽

1983 ◽

Vol 10 (13) ◽

pp. 1-18

Author(s):

Masashi Itoh ◽

Kazuo Noda ◽

Yutaka Shinada ◽

Naomi Tachibana

Keyword(s):

Sensitivity Analysis ◽

Model Selection ◽

Urban Ecosystem ◽

Regression Estimation ◽

Two Phase ◽

Model Selection Approach ◽

Selection Approach

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Tail Risk in Pension Funds: An Analysis Using ARCH Models and Bilinear Processes

10.2469/dig.v45.n1.5 ◽

2015 ◽

Vol 45 (1) ◽

Author(s):

Michal Szudejko

Keyword(s):

Pension Funds ◽

Tail Risk ◽

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Lakes Marion-Moultrie stream system investigation: Part I- Model selection, calibration, and error analysis

10.3133/wri7425 ◽

1974 ◽

Keyword(s):

Model Selection ◽

Error Analysis ◽

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Deep Learning Model Selection of Suboptimal Complexity

Автоматика и телемеханика ◽

10.31857/s000523100001252-1 ◽

2018 ◽

pp. 129-147

Author(s):

Oleg Bakhteev ◽

◽

Vadim Strijov ◽

Keyword(s):

Deep Learning ◽

Model Selection ◽

Learning Model ◽

Deep Learning Model ◽

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