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Optimizing portfolio risk of cryptocurrencies using data-driven risk measures

Bowala, Sulalitha; Singh, Japjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16

Portfolio risk management plays an important role in successful investments. Portfolio standard deviation, value-at-risk, expected shortfall, and maximum absolute deviation are widely used portfolio risk measures. However, the existing portfolio risk measures are vulnerable to larger skewness...

Persistent link: https://www.econbiz.de/10013471488

Comparative analysis of methods for prediction continuous numerical features on big datasets

Kinshakov, Eduard; Parfenenko, Yuliia; Shendryk, Vira - In: Technology audit and production reserves 6 (2021) 2/62, pp. 15-17

Persistent link: https://www.econbiz.de/10013167729

Investigating the predictive ability of ONS big data-based indicators

Kapetanios, George; Papailias, Fotis - In: Journal of forecasting 41 (2022) 2, pp. 252-258

Persistent link: https://www.econbiz.de/10012817730

Knowledge accumulation, privacy, and growth in a data economy

Cong, Lin William; Xie, Danxia; Zhang, Longtian - In: Management science : journal of the Institute for … 67 (2021) 10, pp. 6480-6492

Persistent link: https://www.econbiz.de/10012666695

Data vs collateral

Gambacorta, Leonardo; Huang, Yiping; Li, Zhenhua; Qiu, Han - 2020

Persistent link: https://www.econbiz.de/10012385092

Early detection of vessel delays using combined historical and real-time information

Kim, Sungil; Kim, Heeyoung; Park, Yongro - In: Journal of the Operational Research Society : OR 68 (2017) 2, pp. 182-191

Persistent link: https://www.econbiz.de/10011625892

The big data newsvendor : practical insights from machine learning

Ban, Gah-Yi; Rudin, Cynthia - In: Operations research 67 (2019) 1, pp. 90-108

Persistent link: https://www.econbiz.de/10012000794

Exploiting big data in logistics risk assessment via Bayesian nonparametrics

Shang, Yan; Dunson, David B.; Song, Jing-Sheng - In: Operations research 65 (2017) 6, pp. 1574-1588

Persistent link: https://www.econbiz.de/10011777806

LASSO DEA for small and big data

Chen, Ya; Tsionas, Efthymios G.; Zelenyuk, Valentin - 2020

Persistent link: https://www.econbiz.de/10012428213

Depth-based support vector classifiers to detect data nests of rare events

Dyckerhoff, Rainer; Stenz, Hartmut Jakob - In: International journal of computational economics and … 11 (2021) 2, pp. 107-142

Persistent link: https://www.econbiz.de/10012507582

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