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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~person:"Brooks, Chris"
~person:"Chen, Yi-Ting"
~subject:"Consumer goods"
~subject:"Neuronale Netze"
~subject:"State space model"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Consumer goods
Neuronale Netze
State space model
Statistische Verteilung
Theorie
7
Theory
7
Time series analysis
7
Volatility
4
Volatilität
4
Exchange rate
3
Forecasting model
3
Prognoseverfahren
3
Wechselkurs
3
Deutsche Mark
2
Forecast
2
Französischer Franc
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French franc
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Portfolio selection
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Portfolio-Management
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Wavelet
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ARCH model
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ARCH-Modell
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Aktienindex
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Big financial data
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Convex optimization
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Correlation
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Dynamic risk measures
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Feature engineering
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Forecasting
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Großbritannien
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High-frequency data
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Jump detection
1
Korrelation
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Pfund Sterling
1
Portfolio optimization
1
Pound Sterling
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Reinforcement learning
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Brooks, Chris
Chen, Yi-Ting
Franses, Philip Hans
6
García-Ferrer, Antonio
5
Chen, Cathy W. S.
4
Gupta, Rangan
4
Smith, Jim Q.
4
Hyndman, Rob J.
3
Kunst, Robert M.
3
Li, Yushu
3
Peña, Daniel
3
Pollock, David Stephen G.
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Ravishanker, Nalini
3
Souza, Reinaldo Castro
3
Taylor, James W.
3
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2
Bas, Eren
2
Bekiros, Stelios
2
Bekiros, Stelios D.
2
Biswas, Atanu
2
Boubaker, Heni
2
Brännäs, Kurt
2
Cai, Yuzhi
2
Ceffer, Attila
2
Chan, Wai-Sum
2
Dua, Pami
2
Eğrioğlu, Erol
2
Fildes, Robert
2
Gooijer, Jan G. de
2
Guerrero, Víctor M.
2
Hall, Stephen G.
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2
Hassani, Hossein
2
Hecq, Alain W. J.
2
Herwartz, Helmut
2
Hoyo, Juan del
2
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2
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2
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2
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Computational economics
Journal of forecasting
Applied financial economics
1
Discussion papers in quantitative economics and computing / E
1
Economics letters
1
International journal of production economics
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Research paper / University of Melbourne, Department of Economics
1
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
1
The economic journal : the journal of the Royal Economic Society
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ECONIS (ZBW)
7
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1
Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data
Chen, Yi-Ting
;
Lai, Wan-Ni
;
Sun, Edward W.
- In:
Computational economics
54
(
2019
)
2
,
pp. 809-844
Persistent link: https://www.econbiz.de/10012134380
Saved in:
2
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
3
Volatility forecasting for risk management
Brooks, Chris
;
Persand, Gita
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 1-22
Persistent link: https://www.econbiz.de/10001736943
Saved in:
4
A double-threshold GARCH model for the French franc - Deutschmark exchange rate
Brooks, Chris
- In:
Journal of forecasting
20
(
2001
)
2
,
pp. 135-143
Persistent link: https://www.econbiz.de/10001570437
Saved in:
5
Bicorrelations and cross-bicorrelations as non-linearity tests and tools for exchange rate forecasting
Brooks, Chris
;
Hinich, Melvin J.
- In:
Journal of forecasting
20
(
2001
)
3
,
pp. 181-196
Persistent link: https://www.econbiz.de/10001570836
Saved in:
6
Predicting stock index volatility : can market volume help?
Brooks, Chris
- In:
Journal of forecasting
17
(
1998
)
1
,
pp. 59-80
Persistent link: https://www.econbiz.de/10001245342
Saved in:
7
Linear and non-linear (non-)forecastability of high-frequency exchange rates
Brooks, Chris
- In:
Journal of forecasting
16
(
1997
)
2
,
pp. 125-145
Persistent link: https://www.econbiz.de/10001216402
Saved in:
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