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.
Chicago-Zitierstil (17. Ausg.)Latysh, E., und O. Koshulko. Testing K-value in K-fold Cross Validation of Forecasting Models for Time Series Analysis of G-spreads of Top-quality RUB Bonds. 2012.
MLA-Zitierstil (8. Ausg.)Latysh, E., und O. Koshulko. Testing K-value in K-fold Cross Validation of Forecasting Models for Time Series Analysis of G-spreads of Top-quality RUB Bonds. 2012.
Achtung: Diese Zitate sind unter Umständen nicht zu 100% korrekt.