QLIKE loss function results for ANN and SVM models.
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https://figshare.com/articles/dataset/QLIKE_loss_function_results_for_ANN_and_SVM_models_/17093702
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This table reports the QLIKE loss function results for the model performance comparison regarding our model with GARCH models with ANN and SVM. SRV represents the simplified realized variance, IS represents the in-sample results (from year 2000-2010) and OS represents the out-of-sample results (from year 2011-2019). SVMl, SVMp and SVMg represent the SVM with linear, polynomial and Gaussian kernel, respectively.
创建时间：
2021-11-29
