I will test the accuracy of GARCH models (EGARCH ,GARCH normal, FGARCH, APARCH), EWMA model, GA-HMM hybrid, extreme value theory on daily, weekly and monthly datasets. I used Matlab and randomly divided the data into training and testing and just need to know if it is suitable to use ridge regression (tikhonov Reg.). At the end of the study will compare between the results obtained with regularization and without it.

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