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Trimmed opinion pools and the crowd's calibration problem
Jose, Victor Richmond R.; Grushka-Cockayne, Yael; … - In: Management science : journal of the Institute for … 60 (2014) 2, pp. 463-475
Persistent link: https://www.econbiz.de/10010258783
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Model Confidence Sets and forecast combination
Samuels, Jon D.; Sekkel, Rodrigo - In: International journal of forecasting 33 (2017) 1, pp. 48-60
Persistent link: https://www.econbiz.de/10011754683
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Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning; Tsay, Ruey S.; Ledolter, Johannes; … - In: Journal of forecasting 32 (2013) 8, pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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Improving many volatility forecasts using cross-dectional volatility clusters
Coretto, Pietro; Rocca, Michele la; Storti, Giuseppe - In: Journal of risk and financial management : JRFM 13 (2020) 4/64, pp. 1-23
The inhomogeneity of the cross-sectional distribution of realized assets’ volatility is explored and used to build a novel class of GARCH (Generalized Autoregressive Conditional Heteroskedasticity) models. The inhomogeneity of the cross-sectional distribution of realized volatility is captured...
Persistent link: https://www.econbiz.de/10012302505
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Cash demand forecasting in ATMs by clustering and neural networks
Venkatesh, Kamini; Ravi, Vadlamani; Prinzie, Anita; Van … - In: European journal of operational research : EJOR 232 (2014) 2, pp. 383-392
Persistent link: https://www.econbiz.de/10010224693
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Formation of seasonal groups and application of seasonal indices
Boylan, John E.; Chen, H.; Mohammadipour, M.; Syntetos, A. - In: Journal of the Operational Research Society : OR 65 (2014) 2, pp. 227-241
Persistent link: https://www.econbiz.de/10010239945
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A neural feature extraction model for classification of firms and prediction of outsourcing success : advantage of using relational sources of information for new suppliers
Medhi, Pankaj Kumar; Mondal, Sandeep - In: International journal of production research 54 (2016) 19/20, pp. 6071-6081
Persistent link: https://www.econbiz.de/10011543743
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Disease management : clustering-based disease prediction
Kaushik, Kulvaibhav; Kapoor, Divya; Varadharajan, … - In: International journal of collaborative enterprise : IJCEnt 4 (2014) 1/2, pp. 69-82
Persistent link: https://www.econbiz.de/10010497116
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Thai stock news classification based on price changes and sentiments
Ponrudee Netisopakul; Woranun Saewong - In: International journal of electronic finance : IJEF 11 (2022) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10012939852
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Predicting the trend of stock index based on feature engineering and CatBoost model
Xu, Renzhe; Chen, Yudong; Xiao, Tenglong; Wang, Jingli; … - In: International journal of financial engineering 8 (2021) 2, pp. 1-17
Persistent link: https://www.econbiz.de/10012662240