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Stochastic games in continuous time : persistent actions in long-run relationships
Bohren, J. Aislinn - 2014 - Rev., second version
Persistent link: https://www.econbiz.de/10010418101
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Perpetual learning and apparent long memory
Chevillon, Guillaume; Mavroeidis, Sophocles - In: Journal of economic dynamics & control 90 (2018), pp. 343-365
Persistent link: https://www.econbiz.de/10011974089
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Quantile Filtering and Learning
Johannes, Michael S.; Polson, Nick; Yae, James - 2011
applied to state filtering and sequential parameter learning. This paper introduces robust state space models whose error …
Persistent link: https://www.econbiz.de/10014200732
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Fan charts in era of big data and learning
Baruník, Jozef; Hanus, Luboš - In: Finance research letters 61 (2024), pp. 1-7
Persistent link: https://www.econbiz.de/10014490768
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Stock price ranking by learning pairwise preferences
Tas, Engin; Atli, Ayca Hatice - In: Computational economics 63 (2024) 2, pp. 513-528
Persistent link: https://www.econbiz.de/10014472383
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Convergence of finite memory Q learning for POMDPs and near optimality of learned policies under filter stability
Kara, Ali Devran; Yüksel, Serdar - In: Mathematics of operations research 48 (2023) 4, pp. 2066-2093
Persistent link: https://www.econbiz.de/10014437816
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Machine learning advances for time series forecasting
Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111
Persistent link: https://www.econbiz.de/10014287800
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A time series knowledge mining framework exploiting the synergy between subsequence clustering and predictive Markovian models
Georgescu, Vasile - In: Fuzzy economic review : the review of the International … 14 (2009) 1, pp. 41-66
Persistent link: https://www.econbiz.de/10003865174
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Strategy selection and outcome prediction in sport using dynamic learning for stochastic processes
Percy, David Frank - In: Journal of the Operational Research Society : OR 66 (2015) 11, pp. 1840-1849
Persistent link: https://www.econbiz.de/10011418545
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Imperfect transmission of technology shocks and the business cycle consequences
Fout, Hamilton B.; Francis, Neville - In: Macroeconomic dynamics 18 (2014) 2, pp. 418-437
Persistent link: https://www.econbiz.de/10010356795