9.
Multi-step-ahead forecasting of the CBOE volatility index in a data-rich environment : application of random forest with Boruta algorithm = 풍부한 데이터를 활용한 CBOE 변동성 지수(VIX) 예측 : 보루타 연산(Boruta algorithm)과 랜덤 포레스트(random forest)의 적용
Byung Yeon Kim, Heejoon Han
국내기사 |
The Korean economic review. vol.38 no.3 (2022. Summer), p. 541-569 |
The Korean Economic Association |
2022. 6. 30 |
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수록정보 : The Korean economic review. vol.38 no.3 (2022. Summer), p. 541-569
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발행사항 : Seoul : The Korean Economic Association, 2022. 6. 30