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 Style (17th ed.) CitationLatysh, E., and 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 (8th ed.) CitationLatysh, E., and 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.
Warning: These citations may not always be 100% accurate.