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An optimized wavelet neural networks using cuckoo search algorithm for function approximation and chaotic time series prediction
Ong, Pauline; Zainuddin, Zarita - In: Decision analytics journal 6 (2023), pp. 1-12
challenge for WNNs' initialization. The cuckoo search algorithm (CSA) is used in this study for optimizing WNNs. The position of …
Persistent link: https://www.econbiz.de/10014506437
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Judgemental methods and forecasting competition
Fildes, Robert (contributor) - 2011
Persistent link: https://www.econbiz.de/10009162057
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Robuste Ratingverfahren : Zur Steigerung der Prognosequalität quantitativer Ratingverfahren
Oelerich, Andreas - 2005
1. Einleitung -- 1.1 Motivation und Ziele -- 1.2 Gang der Arbeit -- 2 Grundlagen finanzwirtschaftlicher Ratings -- 2.1 Einleitung -- 2.2 Definition eines Ratings -- 2.3 Anwendungsgebiete von Ratings -- 2.4 Funktionen des Ratings -- 3 Ratings in der Kreditwirtschaft -- 3.1 Einleitung -- 3.2...
Persistent link: https://www.econbiz.de/10014018947
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Robuste Ratingverfahren : zur Steigerung der Prognosequalität quantitativer Ratingverfahren
Oelerich, Andreas - 2005 - 1. Aufl.
Persistent link: https://www.econbiz.de/10002570346
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A note on exact correspondences between adaptive learning algorithms and the Kalman filter
Berardi, Michele; Galimberti, Jaqueson K. - 2012
Persistent link: https://www.econbiz.de/10009573231
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A note on exact correspondences between adaptive learning algorithms and the Kalman filter
Berardi, Michele; Galimberti, Jaqueson K. - In: Economics letters 118 (2013) 1, pp. 139-142
Persistent link: https://www.econbiz.de/10009706848
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Factor structural time series models for official statistics with an application to hours worked in Germany
Weigand, Roland; Wanger, Susanne; Zapf, Ines - 2015
We introduce a high-dimensional structural time series model, where co-movement between the components is due to common factors. A two-step estimation strategy is presented, which is based on principal components in differences in a first step and state space methods in a second step. The...
Persistent link: https://www.econbiz.de/10011309972
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Forecasting us commercial property price indexes using dynamic factor models
Minne, Alex van de; Francke, Marc; Geltner, David - In: Journal of real estate research : JRER ; a publication … 44 (2022) 1, pp. 29-55
Persistent link: https://www.econbiz.de/10013167610
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Macroeconomic nowcasting using Google probabilities
Koop, Gary; Onorante, Luca - 2019
Persistent link: https://www.econbiz.de/10012244142
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Indirect inference estimation of mixed frequency stochastic volatility state space models using MIDAS regressions and ARCH models
Gagliardini, Patrick; Ghysels, Eric; Rubin, M. - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 509-560
Persistent link: https://www.econbiz.de/10011987633