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Asymmetric loss functions and the rationality of expected stock returns
Aretz, Kevin; Bartram, Söhnke M.; Pope, Peter F. - In: International journal of forecasting 27 (2011) 2, pp. 413-437
Persistent link: https://www.econbiz.de/10009247478
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Hierarchical transfer learning with applications to electricity load forecasting
Antoniadis, Anestis; Gaucher, Solenne; Goude, Yannig - In: International journal of forecasting 40 (2024) 2, pp. 641-660
Persistent link: https://www.econbiz.de/10014547191
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Sequential learning and economic benefits from dynamic term structure models
Dubiel-Teleszynski, Tomasz; Kalogeropoulos, Konstantinos; … - In: Management science : journal of the Institute for … 70 (2024) 4, pp. 2236-2254
Persistent link: https://www.econbiz.de/10014519933
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Robustness and the general dynamic factor model with infinite-dimensional space : identification, estimation, and forecasting
Trucíos, Carlos; Mazzeu, João H. G.; Hotta, Luiz K.; … - In: International journal of forecasting 37 (2021) 4, pp. 1520-1534
Persistent link: https://www.econbiz.de/10013274311
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Robust forecasting of dynamic conditional correlation GARCH models
Boudt, Kris; Daníelsson, Jón; Laurent, Sébastien - In: International journal of forecasting 29 (2013) 2, pp. 244-257
Persistent link: https://www.econbiz.de/10009743433
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Deep learning in asset pricing
Chen, Luyang; Pelger, Markus; Zhu, Jason - In: Management science : journal of the Institute for … 70 (2024) 2, pp. 714-750
Persistent link: https://www.econbiz.de/10014513601
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Machine learning vs. economic restrictions : evidence from stock return predictability
Avramov, Doron; Cheng, Si; Metzker, Lior - In: Management science : journal of the Institute for … 69 (2023) 5, pp. 2587-2619
Persistent link: https://www.econbiz.de/10014305426
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Sensitivity to serial dependency of input processes : a robust approach
Lam, Henry - In: Management science : journal of the Institute for … 64 (2018) 3, pp. 1311-1327
Persistent link: https://www.econbiz.de/10011847235
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Is market timing good for shareholders?
Babenko, Ilona; Tserlukevich, Yuri; Wan, Pengcheng - In: Management science : journal of the Institute for … 66 (2020) 8, pp. 3542-3560
Persistent link: https://www.econbiz.de/10012289170
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Illiquidity and price informativeness
Kerr, Jon; Sadka, Gil; Sadka, Ronnie - In: Management science : journal of the Institute for … 66 (2020) 1, pp. 334-351
Persistent link: https://www.econbiz.de/10012156621