| Forecasting ability of a periodic component extracted from large-cap index time series
|
2017 |
O'Shea, Michael J. |
| Ensemble forecasting for complex time series using sparse representation and neural networks
|
2017 |
Yu, Lean |
| Bayesian forecasting for time series of categorical data
|
2017 |
Angers, Jean-François |
| Forecast combinations in a DSGE-VAR lab
|
2017 |
Costantini, Mauro |
| Heterogeneous forecast adjustment
|
2017 |
Bruijn, Bert de |
| A flexible functional form approach to mortality modeling : do we need additional cohort dummies?
|
2017 |
Li, Han |
| The role of credit in predicting US recessions
|
2017 |
Ponka, Harri |
| Do media data help to predict German industrial production?
|
2017 |
Ulbricht, Dirk |
| Time‐varying parameter realized volatility models
|
2017 |
Wang, Yudong |
| Backtesting value‐at‐risk : a generalized Markov test
|
2017 |
Pajhede, Thor |
| Adjusting for information content when comparing forecast performance
|
2017 |
Andersson, Michael K. |
| A comparison of the forecasting ability of immediate price impact models
|
2017 |
Manh Cuong Pham |
| Modelling and trading the English and German stock markets with novelty optimization techniques
|
2017 |
Karathanasopoulos, Andreas |
| Long memory of financial time series and hidden Markov models with time‐varying parameters
|
2017 |
Nystrup, Peter |
| Modeling and forecasting realized volatility in German-Austrian continuous intraday electricity prices
|
2017 |
Ciarreta, Aitor |
| Yield curve forecasting with the Burg model
|
2017 |
Rostan, Pierre |
| Severity prediction of traffic accident using an artificial neural network
|
2017 |
Alkheder, Sharaf |
| Treed avalanche forecasting : mitigating avalanche danger utilizing Bayesian additive regression trees
|
2017 |
Blattenberger, Gail |
| Two tales of return predictability : the case of Asia-Pacific equity markets
|
2017 |
Shynkevich, Andrei |
| Identifying expensive trades by monitoring the limit order book
|
2017 |
Detollenaere, Benoit |
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