//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~subject:"Prognoseverfahren"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Optimizing the Use of Micro-Da...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Prognoseverfahren
Theorie
518
Theory
500
Portfolio-Management
106
Portfolio selection
105
ECONOMETRICS
99
Optionspreistheorie
71
Option pricing theory
70
Volatility
64
Volatilität
63
Welt
63
MATHEMATICS
59
Risk
57
Risiko
56
World
53
Experiment
52
Stochastischer Prozess
52
Stochastic process
51
Schätztheorie
49
Estimation theory
46
Börsenkurs
40
Schätzung
40
Verhaltensökonomik
40
Risikomanagement
39
Risk management
39
Share price
39
Zeitreihenanalyse
37
Behavioral economics
35
Capital income
35
Estimation
35
Kapitaleinkommen
35
Forecasting model
34
Time series analysis
34
Derivat
33
Derivative
33
MATHEMATICAL ANALYSIS
33
Statistische Verteilung
33
EU countries
32
EU-Staaten
32
Game theory
31
more ...
less ...
Online availability
All
Free
30
Type of publication
All
Book / Working Paper
33
Article
1
Type of publication (narrower categories)
All
Arbeitspapier
4
Graue Literatur
4
Non-commercial literature
4
Working Paper
4
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
34
Author
All
Lillestol, Jostein
3
Sinding-Larsen, Richard
3
Czasonis, Megan
2
Hess, Markus
2
Kritzman, Mark
2
Turkington, David
2
Agrawal, Himanshu
1
Alonso, Miquel Noguer i
1
Beeknoo, Neeraj
1
Borba, Jose Alonso
1
Braha, Dan
1
Calabrese, Raffaella
1
Cañas, Jesús
1
Cerqueti, Roy
1
Despagne, Wilfried
1
Dhar, Vasant
1
Franck, Susan D.
1
Gabbouj, Moncef
1
Geomelos, N. D.
1
Grassi, Stefano
1
Grüne, Lars
1
Guzman, Giselle
1
Haghani, Victor
1
Iosifidis, Alexandros
1
Jones, Rodney
1
Jordan, Amy
1
Kanniainen, Juho
1
Lagarde, Arnaud
1
Lande, Dmitry
1
Linssen, Thedo
1
Louzada, Francisco
1
MATSUMI, Hideyuki
1
Moreira, Fernando F
1
Moreno-Pino, Fernando
1
Murcia, Fernando D.R
1
Mushunje, Leonard
1
Nikusokhan, Moien
1
Noguer i Alonso, Miquel
1
Ntakaris, Adamantios
1
Riccioni, Jessica
1
more ...
less ...
Published in...
All
NHH Dept. of Business and Management Science Discussion Paper
3
Sloan working papers
2
Cogent economics & finance
1
Discussion papers / University of Kent, School of Economics
1
FRB of Dallas Working Paper
1
Hebrew University of Jerusalem Legal Research Paper
1
MIT Sloan Research Paper
1
Working paper / Federal Reserve Bank of Dallas, Research Department
1
more ...
less ...
Source
All
ECONIS (ZBW)
34
Showing
1
-
10
of
34
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Mid-Price Prediction Based on Machine Learning Methods with Technical and Quantitative Indicators
Ntakaris, Adamantios
;
Kanniainen, Juho
;
Gabbouj, Moncef
; …
-
2018
Stock price prediction is a challenging task, but machine learning methods have recently been used successfully for this purpose. In this paper, we extract over 270 hand-crafted features (factors) inspired by technical and quantitative analysis and tested their validity on short-term mid-price...
Persistent link: https://www.econbiz.de/10014112633
Saved in:
2
Reinforcing Law and Economics : Behavioral Support for the Predictions of Standard Economic Analysis
Zamir, Eyal
-
2019
Economic analysis has had a powerful influence on legal theory and policymaking. Based on the premise that people are rational maximizers of their own utility, economic analysis has a fairly successful record in correctly predicting human behavior in all spheres of life. This success is...
Persistent link: https://www.econbiz.de/10012899515
Saved in:
3
It's all about volatility of volatility : evidence from a two-factor stochastic volatility model
Grassi, Stefano
;
Santucci de Magistris, Paolo
-
2014
The persistent nature of equity volatility is investigated by means of a multi-factor stochastic volatility model with time varying parameters. The parameters are estimated by means of a sequential matching procedure which adopts as auxiliary model a time-varying generalization of the HAR model...
Persistent link: https://www.econbiz.de/10010402299
Saved in:
4
Forecasting spot prices in bulk shipping using multivariate and univariate models
Geomelos, N. D.
;
Xideas, E.
- In:
Cogent economics & finance
2
(
2014
)
1
,
pp. 2-37
This paper employs an applied econometric study concerning forecasting spot prices in bulk shipping in both markets of tankers and bulk carriers in a disaggregated level. This research is essential, as spot market is one of the most volatile markets and there is a great uncertainty about the...
Persistent link: https://www.econbiz.de/10010486463
Saved in:
5
Dating NBER Recessions with Philadelphia Fed U.S. Coincident Economic Indices (Harmonized GDP Approach)
van Vuuren, Dwaine
-
2011
We extend the work done in our “Redux” paper from Oct 2011 to find a weighted composite U.S coincident economic index (CEI) that includes non-zero weightings from all 50 states and when used in a standard Probit model, produces a perfect correlation (R2 of 1) to NBER recession dating. We...
Persistent link: https://www.econbiz.de/10013118636
Saved in:
6
A Forecasting Support System for Temperature-Controlled Transport
Despagne, Wilfried
-
2011
Wilfried Despagne describes a Web-based forecasting support system, “Horizons,” that was designed for a French subsidiary of a European temperature-controlled-transport group. The major challenge was the adaptation of the system to more than 70 different transportation hubs, requiring a...
Persistent link: https://www.econbiz.de/10013120364
Saved in:
7
Data Science and Prediction
Dhar, Vasant
-
2012
The world's data is growing more than 40% annually. Coupled with exponentially growing computing horsepower, this provides us with unprecedented basis for “learning” useful things from the data through statistical induction without material human intervention and acting on them. Philosophers...
Persistent link: https://www.econbiz.de/10013104692
Saved in:
8
Log-Normal Creaming and the Likelihood of Discovering Additional Giant Petroleum Fields
Lillestol, Jostein
-
2016
This paper considers sampling proportional to expected size from a partly unknown distribution. The applied context is the exploration for undiscovered resources, like oil accumulations in different deposits, where the most promising deposits are likely to be drilled first, based on some...
Persistent link: https://www.econbiz.de/10013000314
Saved in:
9
NOWCASTING with NNS
Viole, Fred
-
2020
This quick introductory note is intended to provide the background to the frequency alignment problem of analyzing disparate economic variables of interest, a solution, and its use in the nonparametric vector autoregression NNS.VAR()
Persistent link: https://www.econbiz.de/10012835401
Saved in:
10
What Our Market Return Forecasts Really Mean : Convexity in Equity Returns and its Implications for Investment Sizing
Haghani, Victor
-
2019
You're probably familiar, at least in passing, with the 'convexity' of long-term bonds - i.e. that yields dropping 1% produce a bigger price move than yields rising 1%. A significant amount of brainpower has gone into understanding all the ramifications of this convexity in the fixed income...
Persistent link: https://www.econbiz.de/10012902324
Saved in:
1
2
3
4
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->