Change-point detection for risk measures in time series using loss function and support vector regression

MA Jianqi, CHEN Zhanshou, NIANG Maocuo

系统科学与复杂性(英文) ›› 2025

PDF(499 KB)
PDF(499 KB)
系统科学与复杂性(英文) ›› 2025

Change-point detection for risk measures in time series using loss function and support vector regression

    MA Jianqi, CHEN Zhanshou, NIANG Maocuo
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Change-point detection for risk measures in time series using loss function and support vector regression

    MA Jianqi, CHEN Zhanshou, NIANG Maocuo
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