EconBiz - Find Economic Literature
    • Logout
    • Change account settings
  • A-Z
  • Beta
  • About EconBiz
  • News
  • Thesaurus (STW)
  • Research Skills
  • Help
  •  My account 
    • Logout
    • Change account settings
  • Login
EconBiz - Find Economic Literature
Publications Events
Search options
Advanced Search history
My EconBiz
Favorites Loans Reservations Fines
    You are here:
  • Home
  • Search: subject:"Large set of predictive densities"
Narrow search

Narrow search

Year of publication
Subject
All
Bayesian Inference 8 Density Combination 8 Large Set of Predictive Densities 8 Bayesian inference 7 Bayes-Statistik 6 Forecasting model 6 Prognoseverfahren 6 Statistical distribution 6 Statistische Verteilung 6 Nonlinear state-space 5 Theorie 5 Theory 5 Compositional Factor Models 4 Dynamic Factor Models 4 Nonlinear State Space 4 State space model 3 Time series analysis 3 Zeitreihenanalyse 3 Zustandsraummodell 3 GPU computing 2 compositional factor models 2 density combination 2 large set of predictive densities 2 nonlinear state space 2 Density combination 1 Dynamic factor models 1 Factor analysis 1 Faktorenanalyse 1 GPU Computing 1 Large set of predictive densities 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1
more ... less ...
Online availability
All
Free 10 Undetermined 1
Type of publication
All
Book / Working Paper 10 Article 1
Type of publication (narrower categories)
All
Working Paper 10 Arbeitspapier 5 Graue Literatur 5 Non-commercial literature 5 Article in journal 1 Aufsatz in Zeitschrift 1
Language
All
English 11
Author
All
Casarin, Roberto 11 Grassi, Stefano 11 Ravazzolo, Francesco 10 Dijk, Herman K. van 6 van Dijk, Herman K. 4 Ravazollo, Francesco 1 van Dijk, Herman 1
more ... less ...
Published in...
All
Discussion paper / Tinbergen Institute 4 Tinbergen Institute Discussion Paper 4 Journal of econometrics 1 Working Paper 1 Working papers 1
Source
All
ECONIS (ZBW) 6 EconStor 5
Showing 1 - 10 of 11
Cover Image
A Flexible Predictive Density Combination Model for Large Financial Data Sets in Regular and Crisis Periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022
A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....
Persistent link: https://www.econbiz.de/10013356469
Saved in:
Cover Image
A Flexible Predictive Density Combination for Large Financial Data Sets in Regular and Crisis Periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022
A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...
Persistent link: https://www.econbiz.de/10013356509
Saved in:
Cover Image
A flexible predictive density combination model for large financial data sets in regular and crisis periods
Casarin, Roberto; Ravazollo, Francesco; Grassi, Stefano; … - 2022
A flexible predictive density combination model is introduced for large financial data sets which allows for dynamic weight learning and model set incompleteness. Dimension reduction procedures allocate the large sets of predictive densities and combination weights to relatively small sets....
Persistent link: https://www.econbiz.de/10012816959
Saved in:
Cover Image
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2022
A flexible predictive density combination is introduced for large financial data sets which allows for model set incompleteness. Dimension reduction procedures that include learning allocate the large sets of predictive densities and combination weights to relatively small subsets. Given the...
Persistent link: https://www.econbiz.de/10013332662
Saved in:
Cover Image
A Bayesian Dynamic Compositional Model for Large Density Combinations in Finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2021
A Bayesian dynamic compositional model is introduced that can deal with combining a large set of predictive densities … partitions the large set of predictive densities into a smaller number of subsets. We exploit the state space form of the model …
Persistent link: https://www.econbiz.de/10012605982
Saved in:
Cover Image
A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2021
A Bayesian dynamic compositional model is introduced that can deal with combining a large set of predictive densities … partitions the large set of predictive densities into a smaller number of subsets. We exploit the state space form of the model …
Persistent link: https://www.econbiz.de/10012431874
Saved in:
Cover Image
A flexible predictive density combination for large financial data sets in regular and crisis periods
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - In: Journal of econometrics 237 (2023) 2,3, pp. 1-12
Persistent link: https://www.econbiz.de/10014471818
Saved in:
Cover Image
A Bayesian dynamic compositional model for large density combinations in finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2020
Persistent link: https://www.econbiz.de/10012384654
Saved in:
Cover Image
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2015
of predictive densities. A clustering mechanism allocates these densities into a smaller number of mutually exclusive …A Bayesian nonparametric predictive model is introduced to construct time-varying weighted combinations of a large set …
Persistent link: https://www.econbiz.de/10011403538
Saved in:
Cover Image
Dynamic Predictive Density Combinations for Large Data Sets in Economics and Finance
Casarin, Roberto; Grassi, Stefano; Ravazzolo, Francesco; … - 2015
of predictive densities. A clustering mechanism allocates these densities into a smaller number of mutually exclusive …A Bayesian nonparametric predictive model is introduced to construct time-varying weighted combinations of a large set …
Preview
Preview
Persistent link: https://www.econbiz.de/10012143868
Saved in:
  • 1
  • 2
  • Next
  • Last
A service of the
zbw
  • Sitemap
  • Plain language
  • Accessibility
  • Contact us
  • Imprint
  • Privacy

Loading...