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subject:"Portfolio selection"
type_genre:"Multi-volume publication"
~isPartOf:"Working papers"
~subject:"Management"
~subject:"Zeitreihenanalyse"
~type_genre:"Non-commercial literature"
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Portfolio selection
Management
Zeitreihenanalyse
Theorie
556
Theory
556
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56
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56
Forecasting model
37
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37
Prognoseverfahren
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Ślepaczuk, Robert
15
Billio, Monica
7
Casarin, Roberto
4
Chlebus, Marcin
4
Pelizzon, Loriana
4
Barro, Diana
3
Canestrelli, Elio
3
Sakowski, Paweł
3
Sartore, Domenico
3
Caporin, Massimiliano
2
Corradin, Fausto
2
Gallo, Giampiero M.
2
Guégan, Dominique
2
Iacopini, Matteo
2
Michańków, Jakub
2
Otranto, Edoardo
2
Almuzara, Martín
1
Anas, Jacques
1
Angelini, Viola
1
Aparicio Acosta, Felipe M.
1
Baranochnikov, Illia
1
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1
Belianska, Anna
1
Bisin, Alberto
1
Borges, Maria Rosa
1
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1
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Capistrán Carmona, Carlos
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1
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1
Delgado, Miguel A.
1
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1
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1
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1
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217
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201
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129
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125
Working paper
116
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
101
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99
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84
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80
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73
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73
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70
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66
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60
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58
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55
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50
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43
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27
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26
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23
SSE EFI working paper series in economics and finance
23
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22
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Reihe Ökonomie
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ECONIS (ZBW)
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1
A vector multiplicative error model with spillover effects and co-movements
Otranto, Edoardo
-
2024
-
Prima edizione
Persistent link: https://www.econbiz.de/10014519167
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2
LSTM-ARIMA as a hybrid approach in algorithmic investment strategies
Kashif, Kamil
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014634690
Saved in:
3
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
4
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
5
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
6
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
7
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
8
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
9
Monitoring multicountry macroeconomic risk
Korobilis, Dimitris
;
Schröder, Maximilian
-
2023
Persistent link: https://www.econbiz.de/10014285859
Saved in:
10
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
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