Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Computational economics"
~person:"Sun, Edward W."
~subject:"Time series analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
International trade and open a...
Similar by subject
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Time series analysis
Theorie
3
Theory
3
State space model
2
Wavelet
2
Zeitreihenanalyse
2
Zustandsraummodell
2
Bid-ask spread
1
Big financial data
1
Börsenkurs
1
Convex optimization
1
Discrete optimization
1
Dynamic risk measures
1
Feature engineering
1
Financial transaction tax (FTT)
1
Financial transactions tax
1
Finanztransaktionssteuer
1
Forecasting
1
Forecasting model
1
Geld-Brief-Spanne
1
Handelsvolumen der Börse
1
High-frequency data
1
Jump detection
1
Optimal taxation
1
Optimal trading
1
Optimale Besteuerung
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Price impact
1
Prognoseverfahren
1
Reinforcement learning
1
Risiko
1
Risikomaß
1
Risk
1
Risk measure
1
Securities trading
1
Share price
1
Time consistency
1
Tobin tax
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
2
Aufsatz in Zeitschrift
2
Language
All
English
2
Author
All
Sun, Edward W.
Sephton, Peter S.
3
Boubaker, Heni
2
Ceffer, Attila
2
Chen, Cathy W. S.
2
Chen, Yi-Ting
2
Gupta, Rangan
2
Huang, Ya-Chi
2
Jawadi, Fredj
2
Li, Yushu
2
Pollock, David Stephen G.
2
Tsao, Chueh-Yung
2
Andersson, Fredrik N. G.
1
Antognini, Jonathan
1
Arce, Paola
1
Arroyo, Javier
1
Asai, Manabu
1
Atli, Ayca Hatice
1
Avdoulas, Christos
1
Azencott, Robert
1
Bahramian, Pejman
1
Banerjee, Sayak
1
Barrio Castro, Tomás del
1
Barrios, Erniel B.
1
Beaumont, Paul Michael
1
Bekiros, Stelios
1
Belkacem, Lotfi
1
Benhmad, François
1
Beyaztas, Beste H.
1
Beyaztas, Ufuk
1
Bhattacharya, Shramana
1
Biswas, Munmun
1
Boutahar, Mohamed
1
Brorsen, B. Wade
1
Caicedo-Llano, Juliana
1
Camarero Olivas, Mariam
1
Canarella, Giorgio
1
Cao, Yongquan
1
Caraiani, Petre
1
Carrano, Eduardo Gontijo
1
more ...
less ...
Published in...
All
Computational economics
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
2
International journal of production economics
1
Source
All
ECONIS (ZBW)
2
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk assessment with wavelet feature engineering for high-frequency portfolio trading
Chen, Yi-Ting
;
Sun, Edward W.
;
Yu, Min-Teh
- In:
Computational economics
52
(
2018
)
2
,
pp. 653-684
Persistent link: https://www.econbiz.de/10012053020
Saved in:
2
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
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
