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Mind the gap : accounting for measurement error and misclassification in variables generated via data mining

Yang, Mochen; Adomavicius, Gediminas; Burtch, Gordon; … - In: Information systems research : ISR 29 (2018) 1, pp. 4-24

Persistent link: https://www.econbiz.de/10011866140

Metody i modele analiz ilościowych w ekonomii i zarządzaniu ; Część 8

Mika, Jerzy (ed.); Miśkiewicz-Nawrocka, Monika (ed.) - 2016

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Performance of currency portfolios chosen by a Bayesian technique 1967 - 1985

Dumas, Bernard; Jacquillat, Bertrand - 1987

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Timing foreign exchange markets

Malone, Samuel W.; Gramacy, Robert B.; Horst, Enrique ter - In: Econometrics : open access journal 4 (2016) 1, pp. 1-23

To improve short-horizon exchange rate forecasts, we employ foreign exchange market risk factors as fundamentals, and Bayesian treed Gaussian process (BTGP) models to handle non-linear, time-varying relationships between these fundamentals and exchange rates. Forecasts from the BTGP model...

Persistent link: https://www.econbiz.de/10011505885