Testing k-value in k-fold cross validation of forecasting models for time series analysis of G-spreads of top-quality RUB bonds / Latysh, E., Koshulko, O. (2012)
UkrainianEnglish

web address of the page http://jnas.nbuv.gov.ua/article/UJRN-0001168129
  Inductive modeling of complex systems  В - 2015  /     Issue (2012, Вип. 4)

Latysh E., Koshulko O.
Testing k-value in k-fold cross validation of forecasting models for time series analysis of G-spreads of top-quality RUB bonds

Cite:
Latysh, E., Koshulko, O. (2012). Testing k-value in k-fold cross validation of forecasting models for time series analysis of G-spreads of top-quality RUB bonds. Inductive modeling of complex systems, 4, 5-9. http://jnas.nbuv.gov.ua/article/UJRN-0001168129

 

Institute of Information Technologies of VNLU

+38 (044) 525-36-24
libnas@nbuv.gov.ua
Ukraine, 03039, Kyiv, Holosiivskyi Ave, 3, room 209