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Data analytics : feature extraction for application with small sample in classification algorithms

Priya, L. Kamatchi; Kavitha Devi, M. K.; Nagarajan, S. - In: International journal of business information systems : … 26 (2017) 3, pp. 378-401

Persistent link: https://www.econbiz.de/10011856623

Reactive search-MST optimized clustering-based feature selection

Kaleemullah, A.; Suresh, A. - In: International journal of financial engineering 9 (2022) 3, pp. 2250009-1-2250009-11

Persistent link: https://www.econbiz.de/10013367622

Measuring the frequency dynamics of financial and macroeconomic connectedness

Barunik, Jozef; Krehlik, Tomas - 2016

We propose a general framework for measuring frequency dynamics of connectedness in economic variables based on … connectedness of variables as shocks with heterogeneous frequency responses will create frequency dependent connections of different … sources of connectedness. Giving up the assumption of global stationarity of stock market data and approximating the dynamics …

Persistent link: https://www.econbiz.de/10011412434

Mixed-frequency macrofinancial spillovers

Cotter, John; Hallam, Mark; Yılmaz, Kamil - 2017

Persistent link: https://www.econbiz.de/10011609428

Mixed-frequency macro-financial spillovers

Cotter, John; Hallam, Mark; Yılmaz, Kamil - 2017

We develop a new methodology to analyse spillovers between the real and financial sides of the economy that employs a mixed-frequency modelling approach. This enables high-frequency financial and low-frequency macroeconomic data series to be employed directly, avoiding the data aggregation and...

Persistent link: https://www.econbiz.de/10011609954

Crisis-contingent dynamics of connectedness : an SVAR-spatial-network “Tripod” model with thresholds

Sun, Hang - 2016

Persistent link: https://www.econbiz.de/10011567179

Industry interdependency dynamics in a network context

Qian, Ya; Härdle, Wolfgang; Chen, Cathy Yi-Hsuan - 2017

This paper contributes to model the industry interconnecting structure in a network context. General predictive model (Rapach et al. 2016) is extended to quantile LASSO regression so as to incorporate tail risks in the construction of industry interdependency networks. Empirical results show a...

Persistent link: https://www.econbiz.de/10011657294

Beyond connectedness: a covariance decomposition based network risk model

Akovalı, Umut - 2020

This study extends the Diebold-Yilmaz Connectedness Index (DYCI) methodology and, based on forecast error covariance …, system-wide connectedness averages out the information embedded in the covariance matrix in aggregating pairwise directional …

Persistent link: https://www.econbiz.de/10012170580

Spillover network of commodity uncertainties

Balli, Faruk; Naeem, Muhammad Abubakr; Shahzad, Syed … - In: Energy economics 81 (2019), pp. 914-927

Persistent link: https://www.econbiz.de/10012173026

Arrow on domain conditions : a fruitful road to travel

Barberà, Salvador; Berga Colom, Dolors; Moreno, Bernardo - 2019

Persistent link: https://www.econbiz.de/10012010510