Enhancing Model Selection by Obtaining Optimal Tuning Parameters in Elastic-Net Quantile Regression, Application to Crude Oil Prices


Al-Jawarneh A. S., Alsayed A. R., Ayyoub H. N. A., Ismail M. T., Sek S. K., Arıç K. H., ...More

JOURNAL OF RISK AND FINANCIAL MANAGEMENT, vol.17, no.8, pp.1-19, 2024 (ESCI)

  • Publication Type: Article / Article
  • Volume: 17 Issue: 8
  • Publication Date: 2024
  • Doi Number: 10.3390/jrfm17080323
  • Journal Name: JOURNAL OF RISK AND FINANCIAL MANAGEMENT
  • Journal Indexes: Emerging Sources Citation Index (ESCI), Scopus, ABI/INFORM, EconLit, Directory of Open Access Journals
  • Page Numbers: pp.1-19
  • Sivas Cumhuriyet University Affiliated: Yes