:: Library Catalog

Copertina

Salvato in:

Dettagli Bibliografici
Autore principale:	Theising, Etienne
Natura:	Preprint
Pubblicazione:	2024
Soggetti:	Statistical Finance Applications
Accesso online:	https://arxiv.org/abs/2405.03402
Tags:	Aggiungi Tag Nessun Tag, puoi essere il primo ad aggiungerne!!

Documenti analoghi

Quantile Predictions for Equity Premium using Penalized Quantile Regression with Consistent Variable Selection across Multiple Quantiles
di: Li, Shaobo, et al.
Pubblicazione: (2025)

Coupled Supply and Demand Forecasting in Platform Accommodation Markets
di: Katz, Harrison
Pubblicazione: (2026)

The $κ$-generalised Distribution for Stock Returns
di: Forbes, Samuel
Pubblicazione: (2024)

Forecasting the Evolving Composition of Inbound Tourism Demand: A Bayesian Compositional Time Series Approach Using Platform Booking Data
di: Katz, Harrison
Pubblicazione: (2026)

Multivariate Simulation-based Forecasting for Intraday Power Markets: Modelling Cross-Product Price Effects
di: Hirsch, Simon, et al.
Pubblicazione: (2023)

Distributional Fitting and Tail Analysis of Lead-Time Compositions: Nights vs. Revenue on Airbnb
di: Katz, Harrison E., et al.
Pubblicazione: (2026)

A Nontrivial Upper Bound on the Out-of-Sample $R^2$ in Return Forecasting
di: Zhang, Cheng
Pubblicazione: (2026)

Online Multivariate Regularized Distributional Regression for High-dimensional Probabilistic Electricity Price Forecasting
di: Hirsch, Simon
Pubblicazione: (2025)

Application of Machine Learning in Stock Market Forecasting: A Case Study of Disney Stock
di: Huang, Dengxin
Pubblicazione: (2023)

The Evolution of Probabilistic Price Forecasting Techniques: A Review of the Day-Ahead, Intra-Day, and Balancing Markets
di: O'Connor, Ciaran, et al.
Pubblicazione: (2025)

High-frequency lead-lag relationships in the Chinese stock index futures market: tick-by-tick dynamics of calendar spreads
di: Li, Guanlin, et al.
Pubblicazione: (2025)

Forecasting Electricity Prices
di: Maciejowska, Katarzyna, et al.
Pubblicazione: (2022)

Structured factor copulas for modeling the systemic risk of European and United States banks
di: Nguyen, Hoang, et al.
Pubblicazione: (2024)

Regularization for electricity price forecasting
di: Uniejewski, Bartosz
Pubblicazione: (2024)

Pairs Trading Using a Novel Graphical Matching Approach
di: Qureshi, Khizar, et al.
Pubblicazione: (2024)

Copula estimation for nonsynchronous financial data
di: Chakrabarti, Arnab, et al.
Pubblicazione: (2019)

Credit scoring using neural networks and SURE posterior probability calibration
di: Garcin, Matthieu, et al.
Pubblicazione: (2021)

The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach
di: Najafabadi, Amir T. Payandeh, et al.
Pubblicazione: (2020)

Scaling and shape of financial returns distributions modeled as conditionally independent random variables
di: Larralde, Hernán, et al.
Pubblicazione: (2025)

Predicting Value at Risk for Cryptocurrencies With Generalized Random Forests
di: Buse, Rebekka, et al.
Pubblicazione: (2022)

An Accurate Discretized Approach to Parameter Estimation in the CKLS Model via the CIR Framework
di: Barick, Sourojyoti
Pubblicazione: (2025)

Polyspectral Mean based Time Series Clustering of Indian Stock Market
di: Ghosh, Dhrubajyoti
Pubblicazione: (2025)

Dynamic Skewness in Stochastic Volatility Models: A Penalized Prior Approach
di: Holtz, Bruno E., et al.
Pubblicazione: (2025)

Lead Times in Flux: Analyzing Airbnb Booking Dynamics During Global Upheavals (2018-2022)
di: Katz, Harrison, et al.
Pubblicazione: (2025)

Time Series Analysis in American Stock Market Recovering in Post COVID-19 Pandemic Period
di: Fu, Weilin, et al.
Pubblicazione: (2022)

Stock Volume Forecasting with Advanced Information by Conditional Variational Auto-Encoder
di: Yang, Parley R, et al.
Pubblicazione: (2024)

Probabilistic Forecasting for Day-ahead Electricity Prices, Battery Trading Strategies and the Economic Evaluation of Predictive Accuracy
di: Hirsch, Simon, et al.
Pubblicazione: (2026)

Forecasting duration in high-frequency financial data using a self-exciting flexible residual point process
di: Lee, Kyungsub
Pubblicazione: (2026)

High-Throughput Asset Pricing
di: Chen, Andrew Y., et al.
Pubblicazione: (2023)

Student t-Lévy regression model in YUIMA
di: Masuda, Hiroki, et al.
Pubblicazione: (2024)

Bayesian Testing Of Granger Causality In Functional Time Series
di: Sen, Rituparna, et al.
Pubblicazione: (2021)

Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
di: Huber, Florian, et al.
Pubblicazione: (2018)

Clustered Network Connectedness: A New Measurement Framework with Application to Global Equity Markets
di: Buchwalter, Bastien, et al.
Pubblicazione: (2025)

Analysing Models for Volatility Clustering with Subordinated Processes: VGSA and Beyond
di: Barick, Sourojyoti, et al.
Pubblicazione: (2025)

Change point detection in dynamic Gaussian graphical models: the impact of COVID-19 pandemic on the US stock market
di: Franzolini, Beatrice, et al.
Pubblicazione: (2022)

Directional-Shift Dirichlet ARMA Models for Compositional Time Series with Structural Break Intervention
di: Katz, Harrison
Pubblicazione: (2026)

Financial Data Analysis with Robust Federated Logistic Regression
di: Yang, Kun, et al.
Pubblicazione: (2025)

Data-Driven Risk Measurement by SV-GARCH-EVT Model
di: Xiao, Minheng
Pubblicazione: (2022)

Financial fraud detection system based on improved random forest and gradient boosting machine (GBM)
di: Hu, Tianzuo
Pubblicazione: (2025)

Not feeling the buzz: Correction study of mispricing and inefficiency in online sportsbooks
di: Clegg, Lawrence, et al.
Pubblicazione: (2023)