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Trends in quantitative finance
Fabozzi, Frank J.; Focardi, Sergio M.; Kolm, Petter N. - 2006
Persistent link: https://www.econbiz.de/10003711641
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A comparison of the predictive potential of artificial neural networks and nested logit models for commuter mode choice
Hensher, David A.; Ton, Tu T. - In: Transportation research / E : an international journal 36 (2000) 3, pp. 155-172
Persistent link: https://www.econbiz.de/10001506760
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Feedforward neural networks for spatial interaction: are they trustworthy forecasting tools?
Thill, Jean-Claude; Mozolin, Mikhail - In: Spatial economic science : new frontiers in theory and …, (pp. 355-381). 2000
Persistent link: https://www.econbiz.de/10001509450
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Information-based estimation of spatial interaction : the calibration and forecasting of commuting on the state of Indiana
Knudsen, Daniel C. - In: Advances in business and management forecasting 2 (1998), pp. 2-15
Persistent link: https://www.econbiz.de/10001245832
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Empirical evaluation of alternative model specifications to predict commuting flows
Thorsen, Inge - In: Journal of regional science 38 (1998) 2, pp. 273-292
Persistent link: https://www.econbiz.de/10001337567
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Predictability of stock market prices
Granger, Clive William John; Morgenstern, Oskar - 1970
Persistent link: https://www.econbiz.de/10000025286
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Prediction error of the chain ladder reserving method applied to correlated run-off triangles
Merz, M.; Wüthrich, M. V. - In: Annals of actuarial science : publ. by the Institute of … 2 (2007) 1, pp. 25-50
Persistent link: https://www.econbiz.de/10003838118
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Mathematical models and economic forecasting : some uses and mis-uses of mathematics in economics
Hendry, David F. - 2011
Persistent link: https://www.econbiz.de/10008842207
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktischen Anwendungen in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2008 - 4., vollst. überarb. Aufl.
Persistent link: https://www.econbiz.de/10003597953
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Applications of state space models in finance : an empirical analysis of the time-varying relationship between macroeconomics, fundamentals and Pan-European industry portfolios
Mergner, Sascha - 2009
State space models play a key role in the estimation of time-varying sensitivities in financial markets. The objective of this book is to analyze the relative merits of modern time series techniques, such as Markov regime switching and the Kalman filter, to model structural changes in the...
Persistent link: https://www.econbiz.de/10003922552