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ARIMA + GARCH + Bootstrap forecasting method applied to the airline industry

Nieto, María Rosa; Carmona-Benítez, Rafael Bernardo - In: Journal of air transport management 71 (2018), pp. 1-8

Persistent link: https://www.econbiz.de/10011901784

SARIMA damp trend grey forecasting model for airline industry

Carmona-Benítez, Rafael Bernardo; Nieto, María Rosa - In: Journal of air transport management 82 (2020), pp. 1-10

Persistent link: https://www.econbiz.de/10012253046

Towards seasonal adjustment of infra-monthly time series with JDemetra+

Webel, Karsten; Smyk, Anna - 2023

Infra-monthly economic time series have become increasingly popular in official statistics in recent years. This evolution has been largely fostered by official statistics’ digital transformation during the last decade. The COVID-19 pandemic outbreak in 2020 has added fuel to the fire as many...

Persistent link: https://www.econbiz.de/10014336194

Mathematical justification of a heuristic for statistical correlation of real-life time series

Agafonov, Evgeny; Bargiela, Andrzej; Burke, Edmund K.; … - In: European journal of operational research : EJOR 198 (2009) 1, pp. 275-286

Persistent link: https://www.econbiz.de/10003853602

A heuristic method for parameter selection in LS-SVM : application to time series prediction

Rubio, Ginés; Pomares, Héctor; Rojas, Ignacio; … - In: International journal of forecasting 27 (2011) 3, pp. 725-739

Persistent link: https://www.econbiz.de/10009248188

A comparison between nature-inspired and machine learning approaches to detecting trend reversals in financial time series

Azzini, Antonia; Felice, Matteo De; Tettamanzi, Andrea G. B. - In: Natural computing in computational finance : volume 4, (pp. 39-59). 2011

Persistent link: https://www.econbiz.de/10009423552

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - 2002

This paper revisits the Kareken-Wallace model of exchange rate formation in a two-country overlapping generations world. Following the seminal paper by Arifovic (Journal of Political Economy, 104, 1996, 510-541) we investigate a dynamic version of the model in which agents' decision rules are...

Persistent link: https://www.econbiz.de/10011431839

Modeling intraday information in financial markets with the scatter search metaheuristic

Silva, Carlos Gomes da - In: International journal of financial engineering 2 (2015) 2, pp. 1-22

Persistent link: https://www.econbiz.de/10011333425

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas; Schornstein, Sascha - In: Journal of mathematical economics 41 (2005) 1/2, pp. 169-196

Persistent link: https://www.econbiz.de/10002643241

Genetic learning as an explanation of stylized facts of foreign exchange markets

Lux, Thomas (contributor); Schornstein, Sascha (contributor) - 2003 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001781205

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