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  • Search: subject:"Theta model"
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Year of publication
Subject
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Theta model 5 forecasting 4 Extrapolation 2 Greece 2 ROI 2 Time series analysis 2 Zeitreihenanalyse 2 e-finance 2 electronic finance 2 expert systems 2 linear regression 2 mutual funds 2 return on investment 2 theta model 2 ARIMA 1 ARMA model 1 ARMA-Modell 1 Decomposition 1 Einheitswurzeltest 1 Estimation theory 1 Exponential Smoothing 1 Forecasting model 1 M3-Competition 1 M3-competition 1 Prognoseverfahren 1 S&P500 1 Schätztheorie 1 Shrinkage 1 Smoothing 1 Theorie 1 Theory 1 Unit root test 1 financial time series 1 time series 1 unit roots 1
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Online availability
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Free 3 Undetermined 2
Type of publication
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Article 4 Book / Working Paper 3
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2 Conference paper 1 Konferenzbeitrag 1
Language
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Undetermined 5 English 2
Author
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Nikolopoulos, Konstantinos 7 Petropoulos, Fotios 4 Assimakopoulos, Vassilios 3 Thomakos, Dimitrios 2 Assimakopoulos, V. 1 Assimakopoulos, Vassilis 1 Bougioukos, Nikolaos 1 Spiliotis, Evangelos 1 Thomakos, Dimitrios D. 1
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Institution
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Department of Economics, University of Peloponnese 3
Published in...
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Working Papers / Department of Economics, University of Peloponnese 3 International Journal of Electronic Finance 2 IMA journal of management mathematics 1 International journal of production economics 1
Source
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RePEc 5 ECONIS (ZBW) 2
Showing 1 - 7 of 7
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Forecasting with a hybrid method utilizing data smoothing, a variation of the Theta method and shrinkage of seasonal factors
Spiliotis, Evangelos; Assimakopoulos, V.; Nikolopoulos, … - In: International journal of production economics 209 (2019), pp. 92-102
Persistent link: https://www.econbiz.de/10012013066
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Theta Model Forecasts for Financial Time Series: A Case Study in the S&P500
Nikolopoulos, Konstantinos; Thomakos, Dimitrios; … - Department of Economics, University of Peloponnese - 2009
The Theta model created a lot of interest in academic circles due to its surprisingly good performance in the M3 … 2003. In addition, the Theta model performance has not been tested on a large dataset of non-demand forecasting series, nor … presents some empirical results on the application of the Theta model for forecasting the evolution of the S&P500 index, both …
Persistent link: https://www.econbiz.de/10005636101
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The Theta Model in the Presence of a Unit Root Some new results on “optimal” theta forecasts
Thomakos, Dimitrios; Nikolopoulos, Konstantinos - Department of Economics, University of Peloponnese - 2009
properties and performance of the Theta model, and potentially explain its very good performance in the M3 forecasting … ARIMA(1,1,0) model. Furthermore, we illustrate how the Theta model can be generalized to include local behavior in two …
Persistent link: https://www.econbiz.de/10005636103
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Advances in the Theta model
Nikolopoulos, Konstantinos; Assimakopoulos, Vassilios; … - Department of Economics, University of Peloponnese - 2008
The Theta model created a lot of interest in academic circles due to its surprising performance in the M3-competition … insights into the research question: “Is the Theta model just a special case of Simple Exponential Smoothing with drift (SES …-d)?” If we do not use equally weighted extrapolations of two specific Theta Lines, L(T=0) and L(T=2) in the Theta model then …
Persistent link: https://www.econbiz.de/10005636108
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Fathoming the theta method for a unit root process
Thomakos, Dimitrios D.; Nikolopoulos, Konstantinos - In: IMA journal of management mathematics 25 (2014) 1, pp. 105-124
Persistent link: https://www.econbiz.de/10010242798
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An expert system for forecasting mutual funds in Greece
Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: International Journal of Electronic Finance 2 (2008) 4, pp. 404-418
variation of the Theta model on a time series composed of the daily values of mutual funds. The proposed models are simple and …
Persistent link: https://www.econbiz.de/10005048883
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Cover Image
An expert system for forecasting mutual funds in Greece
Petropoulos, Fotios; Nikolopoulos, Konstantinos; … - In: International Journal of Electronic Finance 2 (2008) 4, pp. 404-418
variation of the Theta model on a time series composed of the daily values of mutual funds. The proposed models are simple and …
Persistent link: https://www.econbiz.de/10008539404
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