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Autoencoder asset pricing models
Gu, Shihao; Kelly, Bryan T.; Xiu, Dacheng - In: Journal of econometrics 222 (2021) 1,2, pp. 429-450
Persistent link: https://www.econbiz.de/10012619654
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Bayesian Artificial Neural Networks for frontier efficiency analysis
Tsionas, Efthymios G.; Parmeter, Christopher F.; … - In: Journal of econometrics 236 (2023) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10014365509
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Asset pricing with neural networks : significance tests
Fallahgoul, Hasan; Franstianto, Vincentius; Lin, Xin - In: Journal of econometrics 238 (2024) 1, pp. 1-24
Persistent link: https://www.econbiz.de/10015073811
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - In: Journal of econometrics 144 (2008) 1, pp. 175-192
Persistent link: https://www.econbiz.de/10003723638
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Entropy and predictability of stock market returns
Maasoumi, Esfandiar; Racine, Jeffrey - In: Journal of econometrics 107 (2002) 1/2, pp. 291-312
Persistent link: https://www.econbiz.de/10001651309
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On LASSO for predictive regression
Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
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Big data in dynamic predictive econometric modeling
Diebold, Francis X.; Ghysels, Eric; Mykland, Per A.; … - In: Journal of econometrics 212 (2019) 1, pp. 1-3
Persistent link: https://www.econbiz.de/10012303857
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Special issue: big data in dynamic predictive econometric modeling
Diebold, Francis X. (ed.); Ghysels, Eric (ed.);  … - 2019
Persistent link: https://www.econbiz.de/10012304014
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Can we measure inflation expectations using Twitter?
Angelico, Cristina; Marcucci, Juri; Miccoli, Marcello; … - In: Journal of econometrics 228 (2022) 2, pp. 259-277
Persistent link: https://www.econbiz.de/10013441747
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Nonparametric neural network estimation of Lyapunov exponents and a direct test for chaos
Shintani, Mototsugu; Linton, Oliver - In: Journal of econometrics 120 (2004) 1, pp. 1-33
Persistent link: https://www.econbiz.de/10001998813