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An uncertainty quantification framework for the achievability of backtesting results of trading strategies

Chan, Raymond H.; Ma, Alfred Ka Chun; Yeung, Lanston … - In: The journal of investment strategies 6 (2017) 4, pp. 21-46

Persistent link: https://www.econbiz.de/10011771278

Management of overlapped cross-training : with or without a supervisor?

Yin, Yong; Kaku, Ikou; Liu, ChenGuang - In: Asian journal of management science and applications : AJMSA 2 (2015/2016) 3, pp. 213-227

Persistent link: https://www.econbiz.de/10011713532

Fast and adaptive cointegration based model for forecasting high frequency financial time series

Arce, Paola; Antognini, Jonathan; Kristjanpoller … - In: Computational economics 54 (2019) 1, pp. 99-112

Persistent link: https://www.econbiz.de/10012134087

Hybrid methods for ranking DMUs that combine performance and improvement trend over successive periods

Hadad, Yossi; Keren, Baruch; Hanani, Michael Z. - In: International journal of logistics systems and management 16 (2013) 3, pp. 269-287

Persistent link: https://www.econbiz.de/10010230082

The impact of delay affecting airport efficiency : sustainability perspective

Tipavinee Suwanwong; Apichat Sopadang - In: International journal of logistics systems and … 37 (2020) 4, pp. 445-464

Persistent link: https://www.econbiz.de/10012513624

BACE and BMA variable selection and forecasting for UK money demand and inflation with Gretl

Błażejowski, Marcin; Kwiatkowski, Jacek; Kufel, Paweł - In: Econometrics : open access journal 8 (2020) 2/21, pp. 1-29

In this paper, we apply Bayesian averaging of classical estimates (BACE) and Bayesian model averaging (BMA) as an automatic modeling procedures for two well-known macroeconometric models: UK demand for narrow money and long-term inflation. Empirical results verify the correctness of BACE and BMA...

Persistent link: https://www.econbiz.de/10012265491