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 |
Integrating quarterly data into a dynamic factor model of US monthly GDP
|
2017 |
Vlavonou, Firmin |
Analysts' dynamic decisions : timeliness versus accuracy
|
2017 |
Jordan, Steven J. |
Multi-model forecasts of the West Texas intermediate crude oil spot price
|
2017 |
Ryan, Laura |
Forecasting key US macroeconomic variables with a factor‐augmented Qual VAR
|
2017 |
Gupta, Rangan |
Modeling and forecasting aggregate stock market volatility in unstable environments using mixture innovation regressions
|
2017 |
Nonejad, Nima |
Realized volatility forecasting of agricultural commodity futures using long memory and regime switching
|
2017 |
Tian, Fengping |
Can we predict the financial markets based on Google's search queries?
|
2017 |
Perlin, Marcelo Scherer |
Nonlinearities in the CAPM : evidence from developed and emerging markets
|
2017 |
Neslihanoglu, Serdar |
Exploiting spillovers to forecast crashes
|
2017 |
Gresnigt, Francine |
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 |