Dynamic cointegration and Relevant Vector Machine: the relationship between gold and silver
msra(2006)
摘要
We use the Relevant Vector Machine, a technique of supervised learning introduced by Tipping (2001), to conduct a dynamic cointegration analysis on the series of the price of gold and silver over the period 1971-2004. Unlike the results of traditional cointegration analysis, this study reveals that there is a dynamic long run relationship over the whole period.
更多查看译文
关键词
supervised learning,time series,relevance vector machine
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络