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Lagrange regularization approach to compare nested data sets and determine objectively financial bubbles' inceptions

Demos, Guilherme; Sornette, Didier - 2017

Inspired by the question of identifying the start time τ of financial bubbles, we address the calibration of time series in which the inception of the latest regime of interest is unknown. By taking into account the tendency of a given model to overfit data, we introduce the Lagrange...

Persistent link: https://www.econbiz.de/10011877499

The impact of policy on hospital productivity : a time series analysis of Dutch hospitals

Blank, Jos L. T.; Eggink, Evelien - In: Health care management science 17 (2014) 2, pp. 139-149

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Time series analysis of Japanese manufacturing industry

Miyashita, Hiroshi - In: KSU economic and business review 16 (1989), pp. 23-34

Persistent link: https://www.econbiz.de/10001075972

Combining dimension reduction and fuzzy-clustering : an application to business cycles

Becker, Claudia; Theis, Winfried - In: Classification and clustering in business cycle analysis, (pp. 137-144). 2007

Persistent link: https://www.econbiz.de/10003410755

Stochastic inflow modeling for hydropower scheduling problems

Pritchard, Geoffrey - In: European journal of operational research : EJOR 246 (2015) 2, pp. 496-504

Persistent link: https://www.econbiz.de/10011338122

Scheduling and short-term demand forecasting in an on-demand ride service industry

Adhyapak, Ritesh - In: International journal of services and operations … 40 (2021) 4, pp. 459-477

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The elasticity of scale in large New York Stock Exchange companies and corporations, 1975 - 1992

Bairam, Erkin İbrahim - 1994

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Bagging binary and quantile predictors for time series

Lee, Tae-hwy; Yang, Yang - In: Journal of econometrics 135 (2006) 1/2, pp. 465-497

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Technological change and substitution possibilities in Pakistan's large-scale manufacturing : some new evidence

Khan, Mahmood-ul-Hasan; Burki, Abid Aman - In: Pakistan economic and social review : incorporating the … 37 (1999) 2, pp. 123-138

Persistent link: https://www.econbiz.de/10001493281

Estimating duality models with biased technical change : a time series approach

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