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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
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A Bayesian decision theoretic characterization of Poisson processes
Polson, Nicholas G. - In: Journal of the Royal Statistical Society 53 (1991) 3, pp. 675-682
Persistent link: https://www.econbiz.de/10001115409
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Bayesian inference
Polson, Nicholas G. (contributor);  … - 1995
Persistent link: https://www.econbiz.de/10000905283
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Bayesian inference ; 1
Polson, Nicholas G. (ed.); Tiao, George C. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000905284
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Bayesian inference ; 2
Polson, Nicholas G. (ed.); Tiao, George C. (ed.) - 1995
Persistent link: https://www.econbiz.de/10000905285