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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~subject:"Consumer goods"
~subject:"Estimation theory"
~subject:"Estimation"
~subject:"Exchange rate"
~subject:"Mathematical programming"
~subject:"Neuronale Netze"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Consumer goods
Estimation theory
Estimation
Exchange rate
Mathematical programming
Neuronale Netze
Statistische Verteilung
Theorie
1,117
Theory
1,117
Forecasting model
519
Prognoseverfahren
519
Time series analysis
294
Schätzung
106
Volatility
97
Volatilität
97
Portfolio selection
87
Portfolio-Management
87
Mathematische Optimierung
75
Börsenkurs
72
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72
Neural networks
65
Agent-based modeling
64
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64
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63
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63
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63
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57
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54
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54
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53
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53
State space model
52
Zustandsraummodell
52
Schätztheorie
47
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47
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46
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46
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45
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536
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3
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539
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539
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5
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539
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Chen, Cathy W. S.
7
Franses, Philip Hans
6
Karathanasopoulos, Andreas
6
Brooks, Chris
5
García-Ferrer, Antonio
5
Caporale, Guglielmo Maria
4
Gupta, Rangan
4
Sermpinis, Georgios
4
Taylor, James W.
4
Theofilatos, Konstantinos
4
Amman, Hans M.
3
Gil-Alaña, Luis A.
3
Jawadi, Fredj
3
Kunst, Robert M.
3
Lee, Jack C.
3
Peña, Daniel
3
Pittis, Nikitas
3
Pollock, David Stephen G.
3
Ravishanker, Nalini
3
Smith, Jim Q.
3
Souza, Reinaldo Castro
3
Alkemade, Floortje
2
Avdoulas, Christos
2
Banerjee, Anurag Narayan
2
Bas, Eren
2
Bekiros, Stelios
2
Bekiros, Stelios D.
2
Biswas, Atanu
2
Boubaker, Heni
2
Brorsen, B. Wade
2
Bruce, Andrew G.
2
Brännäs, Kurt
2
Cai, Yuzhi
2
Ceffer, Attila
2
Chan, Wai-Sum
2
Chen, Yi-Ting
2
Clements, Michael P.
2
Dua, Pami
2
Dunis, Christian
2
Eğrioğlu, Erol
2
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Computational economics
Journal of forecasting
European journal of operational research : EJOR
1,900
Computers & operations research : and their applications to problems of world concern ; an international journal
1,072
Economics letters
889
Working paper / National Bureau of Economic Research, Inc.
845
Journal of econometrics
819
NBER working paper series
730
NBER Working Paper
688
Operations research letters
549
International journal of production research
526
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
516
Discussion paper / Centre for Economic Policy Research
503
Applied economics
475
Discussion paper / Tinbergen Institute
474
Econometric theory
447
International journal of forecasting
420
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
358
Economic modelling
344
Journal of international money and finance
334
Journal of economic dynamics & control
329
Discussion paper series / IZA
328
INFORMS journal on computing : JOC
327
Operations research
327
Journal of applied econometrics
325
Econometric reviews
320
CESifo working papers
315
Mathematics of operations research
314
Working paper
309
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
278
Discussion paper / Center for Economic Research, Tilburg University
267
Applied economics letters
266
Europäische Hochschulschriften / 5
262
The review of economics and statistics
247
Management science : journal of the Institute for Operations Research and the Management Sciences
237
International journal of production economics
220
Discussion paper
218
SpringerLink / Bücher
212
Série des documents de travail / Centre de Recherche en Économie et Statistique
211
Mathematical methods of operations research
202
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ECONIS (ZBW)
539
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1
Nonparametric test for volatility in clustered multiple time series
Barrios, Erniel B.
;
Redondo, Paolo Victor T.
- In:
Computational economics
63
(
2024
)
2
,
pp. 861-876
Persistent link: https://www.econbiz.de/10014475068
Saved in:
2
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
3
Stock picking with machine learning
Wolff, Dominik
;
Echterling, Fabian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 81-102
Persistent link: https://www.econbiz.de/10014443186
Saved in:
4
Local prediction pools
Oelrich, Oscar
;
Villani, Mattias
;
Ankargren, Sebastian
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 103-117
Persistent link: https://www.econbiz.de/10014443187
Saved in:
5
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
6
Reconstructing the emergent organization of information flows in international stock markets : a computational complex systems approach
Buscema, Massimo
;
Della Torre, Francesca
;
Massini, Giulia
; …
- In:
Computational economics
62
(
2023
)
1
,
pp. 49-89
Persistent link: https://www.econbiz.de/10014327224
Saved in:
7
A synthetic data-plus-features driven approach for portfolio optimization
Pagnoncelli, Bernardo K.
;
Ramírez, Domingo
;
Rahimian, Hamed
- In:
Computational economics
62
(
2023
)
1
,
pp. 187-204
Persistent link: https://www.econbiz.de/10014327294
Saved in:
8
Bayesian bilinear neural network for predicting the mid-price dynamics in limit-order book markets
Magris, Martin
;
Shabani, Mostafa
;
Iosifidis, Alexandros
- In:
Journal of forecasting
42
(
2023
)
6
,
pp. 1407-1428
Persistent link: https://www.econbiz.de/10014338908
Saved in:
9
On the optimal size and composition of customs unions : an evolutionary approach
Saber, Takfarinas
;
Naeher, Dominik
;
De Lombaerde, Philippe
- In:
Computational economics
62
(
2023
)
4
,
pp. 1457-1479
Persistent link: https://www.econbiz.de/10014437379
Saved in:
10
Boosting the scalability of farm-level models : efficient surrogate modeling of compositional simulation output
Troost, Christian
;
Parussis-Krech, Julia
;
Mejaíl, Matías
- In:
Computational economics
62
(
2023
)
3
,
pp. 721-759
Persistent link: https://www.econbiz.de/10014382831
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