LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape for finance

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Scientific conference in universities or research centers (Scientific conferences in universities or research centers)

Hambuckers, Julien

2024

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https://hdl.handle.net/2268/316732

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Disciplines :

Quantitative methods in economics & management

Author, co-author :

Hambuckers, Julien ; Université de Liège - ULiège > HEC Liège : UER > UER Finance et Droit : Finance de Marché

Language :

English

Title :

LASSO-Type Penalization in the Framework of Generalized Additive Models for Location, Scale and Shape for finance

Publication date :

22 May 2024

Number of pages :

Julien

Event name :

Louvain Finance seminar

Event organizer :

UC Louvain

Event place :

Louvain-la-Neuve, Belgium

Event date :

22 mai 2024

Audience :

International

Available on ORBi :

since 25 April 2024

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