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Full metadata record
DC Field | Value | Language |
---|---|---|
dc.contributor.author | Yang Xinxia | - |
dc.date.accessioned | 2017-03-07T05:17:18Z | - |
dc.date.available | 2017-03-07T05:17:18Z | - |
dc.date.issued | 2016 | - |
dc.identifier.uri | http://sutir.sut.ac.th:8080/jspui/handle/123456789/6178 | - |
dc.format.extent | 3125958 bytes | - |
dc.format.extent | 239121 bytes | - |
dc.format.mimetype | application/pdf | - |
dc.format.mimetype | application/pdf | - |
dc.language.iso | en | en |
dc.publisher | School of Mathematics. Institute of Science. Suranaree University of Technology. | en |
dc.subject | Value at risk | en |
dc.subject | Stochastic volatility model | en |
dc.subject | Garch model | en |
dc.subject | Particle filter | en |
dc.subject | MCMC | en |
dc.subject | Support vector regression | en |
dc.title | Estimation of value at risk using an adaptive mcmc method and support vector regression | en |
dc.title.alternative | การประมาณค่าแวลูแอทริสก์ด้วยวิธีการอนุภาคเอ็มซีเอ็มซีปรับได้และการถดถอยซับพอร์ทเวกเตอร์ | en |
dc.type | Thesis | en |
dc.degree.name | Doctor of Philosophy | - |
dc.degree.level | Doctoral Degree | - |
dc.degree.discipline | Applied Mathematics | - |
dc.degree.grantor | Suranaree University of Technology | - |
Appears in Collections: | วิทยานิพนธ์ (Thesis) |
Files in This Item:
File | Description | Size | Format | |
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Abstract.pdf | Abstract | 233.52 kB | Adobe PDF | View/Open |
Fulltext.pdf | Fulltext | 3.05 MB | Adobe PDF | View/Open |
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