Search Results - (( developing var estimation algorithm ) OR ( java implication based algorithm ))

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    Validation of combine white noise using simulated data by Agboluaje, Ayodele Abraham, Ismail, Suzilah, Chee, Yin Yip

    Published 2016
    “…Recent studies reveal that the data that exhibits heteroscedasticity are modelled by Exponential Generalized Autoregressive Conditional Heteroscedastic (EGARCH).Nevertheless, EGARCH model estimation is not efficient when the heteroscedasticity data have leverage effect.In this study, an algorithm is developed which is called Combine White Noise (CWN).The standardized residuals of EGARCH errors (heteroscedastic variance) are decomposed into equal variances (white noise series). …”
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    Article
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    Evaluating Adan vs. Adam: an analysis of optimizer performance in deep learning by Ismail, Amelia Ritahani, Azhary, Muhammad Zulhazmi Rafiqi, Hitam, Nor Azizah

    Published 2025
    “…Choosing a suitable optimization algorithm in deep learning is essential for effective model development as it significantly influences convergence speed, model performance, and the success of the train- ing process. …”
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    Proceeding Paper
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