Combining wavelet decomposition with machine learning to forecast gold returns

von Risse, Marian
Veröffentlicht in Risse, Marian Essays on economic and financial forecasting (2017)

Combining wavelet decomposition with machine learning to forecast gold returns

von Risse, Marian
Veröffentlicht in International journal of forecasting (2019)

A quantile-boosting approach to forecasting gold returns

von Pierdzioch, Christian
Veröffentlicht in The North American journal of economics and finance (2016)

Forecasting house-price growth in the Euro area with dynamic model averaging

von Risse, Marian
Veröffentlicht in The North American journal of economics and finance (2016)

Forecasting precious metal returns with multivariate random forests

von Pierdzioch, Christian
Veröffentlicht in Empirical economics (2020)

Forecasting house-price growth in the Euro area with dynamic model averaging

von Risse, Marian
Veröffentlicht in Risse, Marian Essays on economic and financial forecasting (2017)

Using dynamic model averaging in state space representation with dynamic Occam's window and applications to the stock and gold market

von Risse, Marian
Veröffentlicht in Risse, Marian Essays on economic and financial forecasting (2017)

Using dynamic model averaging in state space representation with dynamic Occam's window and applications to the stock and gold market

von Risse, Marian
Veröffentlicht in Journal of empirical finance (2017)

Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy

von Pierdzioch, Christian
Veröffentlicht in Empirical economics (2016)

On the efficiency of the gold market : results of a real-time forecasting approach

von Pierdzioch, Christian
Veröffentlicht in International review of financial analysis (2014)

Are precious metals a hedge against exchange-rate movements? : an empirical exploration using bayesian additive regression trees

von Pierdzioch, Christian
Veröffentlicht in The North American journal of economics and finance (2016)

Cointegration of the prices of gold and silver : RALS-based evidence

von Pierdzioch, Christian
Veröffentlicht in Finance research letters (2015)

The international business cycle and gold-price fluctuations

von Pierdzioch, Christian
Veröffentlicht in The quarterly review of economics and finance (2014)

Forecasting gold-price fluctuations : a real-time boosting approach

von Pierdzioch, Christian
Veröffentlicht in Applied economics letters (2015)

Testing the optimality of inflation forecasts under flexible loss with random forests

von Behrens, Christoph
Veröffentlicht in Economic modelling (2018)

A boosting approach to forecasting gold and silver returns : economic and statistical forecast evaluation

von Pierdzioch, Christian
Veröffentlicht in Applied economics letters (2016)

On international uncertainty links : BART-based empirical evidence for Canada

von Gupta, Rangan
Veröffentlicht in Economics letters (2016)

Essays on economic and financial forecasting : Kumulative Dissertation am Lehrstuhl für Volkswirtschaftslehre, insbesondere Monetäre Ökonomik (Prof. Dr. Christian Pierdzioch), He...

von Risse, Marian
Veröffentlicht 2017

On REIT returns and (un-)expected inflation : empirical evidence based on Bayesian additive regression trees

von Pierdzioch, Christian
Veröffentlicht in Finance research letters (2019)

Common business cycles and volatilities in US states and MSAs : the role of economic uncertainty

von Gupta, Rangan
Veröffentlicht in Journal of macroeconomics (2018)