activity indicators using alternative high-frequency data created in the wake of the COVID-19 pandemic. The indicator is … obtained from a Bayesian mixed-frequency dynamic factor model that integrates conventional macroeconomic and alternative high-frequency … data at weekly, monthly, and quarterly frequencies. By estimating missing observations as latent states through data …

activity indicators using alternative high-frequency data created in the wake of the COVID-19 pandemic. The indicator is … obtained from a Bayesian mixed-frequency dynamic factor model that integrates conventional macroeconomic and alternative high-frequency … data at weekly, monthly, and quarterly frequencies. By estimating missing observations as latent states through data …

renowned for its semi-heavy tails. Utilizing high-frequency data spanning between 1 January 2017 and 25 October 2022, with a … endorsement of the Normal Inverse Gaussian distribution as a potent model for risk measurement, particularly in the domain of high-frequency … data. To bolster the statistical reliability of our results, we adopt a forward test methodology, showcasing not only a …

., and Niyogin Ltd. Using Random Forest model with high-frequency data in Python. The literature review section also proves …