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Computational experiments successfully predict the emergence of autocorrelations in ultra-high-frequency stock returns
Zhou, Jian; Gu, Gao-Feng; Jiang, Zhi-Qiang; Xiong, Xiong; … - In: Computational economics 50 (2017) 4, pp. 579-594
Persistent link: https://www.econbiz.de/10011783456
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Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants
Chen, Wei; Xu, Huilin; Jia, Lifen; Gao, Ying - In: International journal of forecasting 37 (2021) 1, pp. 28-43
Persistent link: https://www.econbiz.de/10012692566
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The joint effects of macroeconomic uncertainty and cyclicality on management and analyst earnings forecasts
Yang, Xiaohui; Chen, Wei - In: Journal of economics & business 116 (2021), pp. 1-13
Persistent link: https://www.econbiz.de/10012807370
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An integrated stress testing framework via Markov switching simulation
Chen, Wei; Skoglund, Jimmy - In: The journal of risk model validation 7 (2013) 2, pp. 3-27
Persistent link: https://www.econbiz.de/10009780655
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Forecasting realized volatility in electricity markets using logistic smooth transition heterogeneous autoregressive models
Qu, Hui; Chen, Wei; Niu, Mengyi; Li, Xindan - In: Energy economics 54 (2016), pp. 68-76
Persistent link: https://www.econbiz.de/10011662756
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The application of credit risk models to macroeconomic scenario analysis and stress testing
Skoglund, Jimmy; Chen, Wei - In: The journal of credit risk : published quarterly by … 12 (2016) 2, pp. 1-45
Persistent link: https://www.econbiz.de/10011597887
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Stage transfer effect on impairment forecasts
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 11 (2017/2018) 3, pp. 244-256
Persistent link: https://www.econbiz.de/10011942536
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Predicting stock price using two-stage machine learning techniques
Zhang, Jun; Li, Lan; Chen, Wei - In: Computational economics 57 (2021) 4, pp. 1237-1261
Persistent link: https://www.econbiz.de/10012543291
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Forecast of forecast : an analytical approach to stressed impairment forecasting
Skoglund, Jimmy; Chen, Wei - In: Journal of risk management in financial institutions 10 (2016/2017) 3, pp. 238-256
Persistent link: https://www.econbiz.de/10011800733
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Standard error biases when using generated regressors in accounting research
Chen, Wei; Hribar, Paul; Melessa, Sam - In: Journal of accounting research 61 (2023) 2, pp. 531-569
Persistent link: https://www.econbiz.de/10014308353