A new asymmetric <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline" id="d1e5563" altimg="si26.svg"> <mml:mi>ϵ</mml:mi> </mml:math> -insensitive pinball loss function based support vector quantile regression model
Pritam Anand, Reshma Rastogi, Suresh Chandra
Topics & Concepts
QuantileFunction (biology)Quantile regressionScalable Vector GraphicsComputer scienceEstimationAlgorithmMathematicsSupport vector machineRegressionMathematical optimizationApplied mathematicsStatisticsMachine learningEconomicsEvolutionary biologyOperating systemBiologyManagementStatistical Methods and InferenceAdvanced Statistical Methods and ModelsFinancial Risk and Volatility Modeling