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subject:"Zeitreihenanalyse"
~isPartOf:"Computational economics"
~isPartOf:"Journal of forecasting"
~subject:"Consumer goods"
~subject:"Estimation theory"
~subject:"Exchange rate"
~subject:"Mathematical programming"
~subject:"Neuronale Netze"
~subject:"Statistische Verteilung"
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Zeitreihenanalyse
Consumer goods
Estimation theory
Exchange rate
Mathematical programming
Neuronale Netze
Statistische Verteilung
Theorie
1,117
Theory
1,117
Forecasting model
519
Prognoseverfahren
519
Time series analysis
294
Estimation
107
Schätzung
106
Volatility
97
Volatilität
97
Portfolio selection
87
Portfolio-Management
87
Mathematische Optimierung
75
Börsenkurs
72
Share price
72
Neural networks
65
Agent-based modeling
64
Agentenbasierte Modellierung
64
Capital income
63
Kapitaleinkommen
63
USA
63
United States
63
Stochastic process
57
Stochastischer Prozess
57
ARCH model
54
ARCH-Modell
54
Bayes-Statistik
53
Bayesian inference
53
State space model
52
Zustandsraummodell
52
Schätztheorie
47
Simulation
47
Forecast
46
Prognose
46
Statistical distribution
45
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199
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23
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Article
488
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3
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Article in journal
491
Aufsatz in Zeitschrift
491
Collection of articles of several authors
5
Sammelwerk
5
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2
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2
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2
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1
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491
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Franses, Philip Hans
6
Brooks, Chris
5
Chen, Cathy W. S.
5
García-Ferrer, Antonio
5
Gupta, Rangan
4
Karathanasopoulos, Andreas
4
Taylor, James W.
4
Amman, Hans M.
3
Caporale, Guglielmo Maria
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
Sermpinis, Georgios
3
Smith, Jim Q.
3
Souza, Reinaldo Castro
3
Theofilatos, Konstantinos
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
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
Fabozzi, Frank J.
2
Fildes, Robert
2
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Computational economics
Journal of forecasting
European journal of operational research : EJOR
1,871
Computers & operations research : and their applications to problems of world concern ; an international journal
1,072
Economics letters
735
Journal of econometrics
732
Operations research letters
549
International journal of production research
525
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
439
Econometric theory
438
Discussion paper / Tinbergen Institute
397
International journal of forecasting
394
Working paper / National Bureau of Economic Research, Inc.
341
INFORMS journal on computing : JOC
327
Operations research
325
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
323
Mathematics of operations research
313
NBER working paper series
307
NBER Working Paper
293
Econometric reviews
282
Discussion paper / Center for Economic Research, Tilburg University
246
Journal of international money and finance
237
Journal of applied econometrics
232
Journal of economic dynamics & control
232
International journal of production economics
218
Applied economics
216
Economic modelling
210
Mathematical methods of operations research
202
Management science : journal of the Institute for Operations Research and the Management Sciences
201
Discussion paper / Centre for Economic Policy Research
189
Série des documents de travail / Centre de Recherche en Économie et Statistique
188
CORE discussion paper : DP
181
Insurance / Mathematics & economics
180
Omega : the international journal of management science
172
The review of economics and statistics
170
Working paper
168
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
165
Journal of the Operational Research Society : OR
163
Transportation research / E : an international journal
162
Journal of quantitative economics : official journal of the Indian Econometric Society
154
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ECONIS (ZBW)
491
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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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