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Modified profile likelihood inference and interval forecast of the burst of financial bubbles
Filimonov, Vladimir; Demos, Guilherme; Heinimann, Hans … - 2016
We present a detailed methodological study of the application of the modified profile likelihood method for the calibration of nonlinear financial models characterised by a large number of parameters. We apply the general approach to the Log-Periodic Power Law Singularity (LPPLS) model of...
Persistent link: https://www.econbiz.de/10011514498
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End-to-end predictive analytics and optimization in Ingram Micro’s two-tier distribution business
Mookherjee, Reetabrata; Mukherjee, Jeet; Martineau, Jim; … - In: Interfaces : the INFORMS journal on the practice of … 46 (2016) 1, pp. 49-73
Persistent link: https://www.econbiz.de/10011448044
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An application of support vector machines to sales forecasting under promotions
Di Pillo, Gianni; Latorre, Vittorio; Lucidi, Stefano; … - In: 4OR : a quarterly journal of operations research 14 (2016) 3, pp. 309-325
Persistent link: https://www.econbiz.de/10011698516
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Prediction of credit risk with an ensemble model : a correlation-based classifier selection approach
Xiong, Zhibin; Huang, Jun - In: Journal of modelling in management 17 (2022) 4, pp. 1078-1097
Persistent link: https://www.econbiz.de/10014334151