Statistics and Data Analysis for Financial Engineering

By David Ruppert. 2010

363 citations recorded by the source corpus.

Subfields: Management Science and Operations Research

View Paper: https://www.semanticscholar.org/paper/f04a9db024afd57bf3cba3e1c9028e8d2f6f3f13

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

1. Ferran Reverter
2. Hector Sanz
3. Josep M. Oller
4. Esteban Vegas
5. Clarissa Valim

Citations in the corpus

• SVM-RFE: selection and visualization of the most relevant features through non-linear kernels (2018, background): “The constant c is equal to 1.4826, and it is incorporated in the expression to ensure consistency in terms of expectation so that for D i distributed as N ( μ , σ 2 ) and large n [14, 15].”