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Time series simulation with randomized quasi-monte carlo methods : an application to value at risk and expected shortfall
Tzeng, Yu-Ying; Beaumont, Paul Michael; Ökten, Giray - In: Computational economics 52 (2018) 1, pp. 55-77
Persistent link: https://www.econbiz.de/10012052921
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Evolutionary frequency and forecasting accuracy : simulations based on an agent-based artificial stock market
Huang, Ya-Chi; Tsao, Chueh-Yung - In: Computational economics 52 (2018) 1, pp. 79-104
Persistent link: https://www.econbiz.de/10012052922
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Nonlinear forecasting of Euro Area industrial production using evolutionary approaches
Avdoulas, Christos; Bekiros, Stelios - In: Computational economics 52 (2018) 2, pp. 521-530
Persistent link: https://www.econbiz.de/10012052980
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Temporal hierarchies with autocorrelation for load forecasting
Nystrup, Peter; Lindström, Erik; Pinson, Pierre; … - In: European journal of operational research : EJOR 280 (2020) 3, pp. 876-888
Persistent link: https://www.econbiz.de/10012132492
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Forecasting corporate bankruptcy using accrual-based models
Jardin, Philippe du; Veganzones, David; Severin, Eric - In: Computational economics 54 (2019) 1, pp. 7-43
Persistent link: https://www.econbiz.de/10012134066
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Fast and adaptive cointegration based model for forecasting high frequency financial time series
Arce, Paola; Antognini, Jonathan; Kristjanpoller … - In: Computational economics 54 (2019) 1, pp. 99-112
Persistent link: https://www.econbiz.de/10012134087
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Nowcasting GDP growth for small open economies with a mixed-frequency structural model
Yau, Ruey; Hueng, C. James - In: Computational economics 54 (2019) 1, pp. 177-198
Persistent link: https://www.econbiz.de/10012134110
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Predicting US banks bankruptcy : logit versus canonical discriminant analysis
Affes, Zeineb; Hentati-Kaffel, Rania - In: Computational economics 54 (2019) 1, pp. 199-244
Persistent link: https://www.econbiz.de/10012134115
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Applying independent component analysis and predictive systems for algorithmic trading
Ceffer, Attila; Levendovszky, Janos; Fogarasi, Norbert - In: Computational economics 54 (2019) 1, pp. 281-303
Persistent link: https://www.econbiz.de/10012134161
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How unemployment affects bond prices : a mixed frequency google nowcasting approach
Dimpfl, Thomas; Langen, Tobias - In: Computational economics 54 (2019) 2, pp. 551-573
Persistent link: https://www.econbiz.de/10012134322