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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~person:"Chen, Yi-Ting"
~person:"Härdle, Wolfgang"
~subject:"Consumer goods"
~subject:"Neuronale Netze"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Consumer goods
Neuronale Netze
Statistische Verteilung
Theorie
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Theory
4
Börsenkurs
2
Forecasting model
2
Portfolio optimization
2
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Chen, Yi-Ting
Härdle, Wolfgang
Franses, Philip Hans
6
Brooks, Chris
5
García-Ferrer, Antonio
5
Chen, Cathy W. S.
4
Gupta, Rangan
4
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Computational economics
Journal of forecasting
SFB 649 discussion paper
31
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
11
Discussion papers of interdisciplinary research project 373
8
Universitext
7
CORE discussion paper : DP
3
Advances in statistical analysis : AStA ; a journal of the German Statistical Society
2
Applied quantitative finance
2
Applied quantitative finance : theory and computational tools
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International statistical review : a journal of the International Statistical Institute and its associations
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CIE working paper series
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Digital finance : smart data analytics, investment innovation, and financial technology
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Discussion paper / Center for Economic Research, Tilburg University
1
Finanzmarktanalyse und -prognose mit innovativen quantitativen Verfahren : Ergebnisse des 5. Karlsruher Ökonometrie-Workshops
1
International journal of production economics
1
Journal of empirical finance
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Nonparametric dynamic modelling
1
Publikationen / Center for Applied Statistics and Economics
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Quantitative finance
1
Research paper / Quantitative Finance Research Group, University of Technology Sydney
1
Review of derivatives research
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Spatial economic analysis : the journal of the Regional Studies Association
1
Springer eBook Collection / Mathematics and Statistics
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Statistik und ihre Anwendungen
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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The econometrics journal
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ECONIS (ZBW)
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Risk-constrained Kelly portfolios under alpha-stable laws
Wesselhöfft, Niels
;
Härdle, Wolfgang
- In:
Computational economics
55
(
2020
)
3
,
pp. 801-826
Persistent link: https://www.econbiz.de/10012223676
Saved in:
2
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:
3
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:
4
Forecasting volatility with support vector machine-based GARCH model
Shiyi, Chen
;
Härdle, Wolfgang
;
Jeong, Kiho
- In:
Journal of forecasting
29
(
2010
)
4
,
pp. 406-433
Persistent link: https://www.econbiz.de/10003989791
Saved in:
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