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~person:"Kelly, Bryan T."
~person:"Lux, Thomas"
~subject:"Estimation theory"
~subject:"Financial economics"
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Thesis"
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24
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15
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10
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Kelly, Bryan T.
Lux, Thomas
Lee, Lung-fei
25
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9
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7
Bera, Anil K.
7
Lesage, James P.
7
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7
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6
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6
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6
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5
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5
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5
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5
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5
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5
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5
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5
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5
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5
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
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4
Han, Xiaoyi
4
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4
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4
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4
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ECONIS (ZBW)
13
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1
Bayesian estimation of agent-based models via adaptive particle Markov chain Monte Carlo
Lux, Thomas
- In:
Computational economics
60
(
2022
)
2
,
pp. 451-477
Persistent link: https://www.econbiz.de/10013380785
Saved in:
2
Approximate Bayesian inference for agent-based models in
economics
: a case study
Lux, Thomas
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
27
(
2023
)
4
,
pp. 423-447
Persistent link: https://www.econbiz.de/10014372903
Saved in:
3
Factor models, machine learning, and asset pricing
Giglio, Stefano
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
Annual review of financial economics
14
(
2022
),
pp. 337-368
Persistent link: https://www.econbiz.de/10013461140
Saved in:
4
Estimation of sentiment effects in financial markets : a simulated method of moments approach
Chen, Zhenxi
;
Lux, Thomas
- In:
Computational economics
52
(
2018
)
3
,
pp. 711-744
Persistent link: https://www.econbiz.de/10012053041
Saved in:
5
Estimation of agent-based models using sequential Monte Carlo methods
Lux, Thomas
- In:
Journal of economic dynamics & control
91
(
2018
),
pp. 391-408
Persistent link: https://www.econbiz.de/10011974212
Saved in:
6
Complex interactions in financial markets
Finger, Karl
-
2014
Persistent link: https://www.econbiz.de/10011305495
Saved in:
7
Can machines "learn" finance?
Israel, Ronen
;
Kelly, Bryan T.
;
Moskowitz, Tobias J.
- In:
Journal of investment management : JOIM
18
(
2020
)
2
,
pp. 23-36
Persistent link: https://www.econbiz.de/10012588936
Saved in:
8
Empirical asset pricing via machine learning
Gu, Shihao
;
Kelly, Bryan T.
;
Xiu, Dacheng
- In:
The review of financial studies
33
(
2020
)
5
,
pp. 2223-2273
Persistent link: https://www.econbiz.de/10012244733
Saved in:
9
Characteristics are covariances: a unified model of risk and return
Kelly, Bryan T.
;
Pruitt, Seth
;
Su, Yinan
- In:
Journal of financial economics
134
(
2019
)
3
,
pp. 501-524
Persistent link: https://www.econbiz.de/10012168621
Saved in:
10
Moment-based estimation of macroscopic dynamic models in macroeconomics and finance
Jang, Tae-Seok
-
2012
Persistent link: https://www.econbiz.de/10009658155
Saved in:
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