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Jump detection and noise separation by a singular wavelet method for predictive analytics of high-frequency data

Chen, Yi-Ting; Lai, Wan-Ni; Sun, Edward W. - In: Computational economics 54 (2019) 2, pp. 809-844

Persistent link: https://www.econbiz.de/10012134380

Forecasting crude oil prices : a comparison between artificial neural networks and vector autoregressive models

Ramyar, Sepehr; Kianfar, Farhad - In: Computational economics 53 (2019) 2, pp. 743-761

Persistent link: https://www.econbiz.de/10012134859

Bekiros, Stelios; Loukeris, Nikolaos; Eleftheriadis, … - In: Computational economics 53 (2019) 2, pp. 783-816

Persistent link: https://www.econbiz.de/10012134868

An artificial neural network-based approach to the monetary model of exchange rate

Ince, Huseyin; Cebeci, Ali Fehim; Imamoglu, Salih Zeki - In: Computational economics 53 (2019) 2, pp. 817-831

Persistent link: https://www.econbiz.de/10012134875

Evolutionary computation for macroeconomic forecasting

Claveria, Oscar; Monte, Enric; Torra, Salvador - In: Computational economics 53 (2019) 2, pp. 833-849

Persistent link: https://www.econbiz.de/10012134879

Improving financial distress prediction using financial network-based information and GA-based gradient Boosting method

Liu, Jiaming; Wu, Chong; Li, Yongli - In: Computational economics 53 (2019) 2, pp. 851-872

Persistent link: https://www.econbiz.de/10012134893

García, Vicente; Marqués, Ana I.; Sánchez, J. Salvador; … - In: Computational economics 53 (2019) 3, pp. 1019-1031

Persistent link: https://www.econbiz.de/10012135107

An integrated approach to forecasting intermittent demand for electric power materials

Jiang, Aiping; Chi, Qiuguo; Gao, Junjun; Wu, Maoguo - In: Computational economics 53 (2019) 4, pp. 1309-1335

Persistent link: https://www.econbiz.de/10012135133

On Jackknife-after-bootstrap method for dependent data

Beyaztas, Ufuk; Beyaztas, Beste H. - In: Computational economics 53 (2019) 4, pp. 1613-1632

Persistent link: https://www.econbiz.de/10012135579

Bubbles, crashes and information contagion in large-group asset market experiments

Hommes, Cars H.; Kopányi-Peuker, Anita; Sonnemans, Joep - 2019

We experimentally investigate how price expectations are formed in a large asset market where subjects' only task is to forecast the future price of a risky asset. The realized prices depend on these expectations. We observe small (6 participants) and large markets (about 100 participants). In...

Persistent link: https://www.econbiz.de/10011979625