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Time series analysis
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ECONIS (ZBW)
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1
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
Saved in:
2
A machine learning approach to univariate time series forecasting of quarterly earnings
Fischer, Jan Alexander
;
Pohl, Philipp
;
Ratz, Dietmar
- In:
Review of quantitative finance and accounting
55
(
2020
)
4
,
pp. 1163-1179
Persistent link: https://www.econbiz.de/10012304132
Saved in:
3
Exploring the suitability of support vector regression and radial basis function approximation to forecast sales of Fortune 500 companies
Evangelista, Vivian M.
;
Regis, Rommel G.
- In:
Advances in business and management forecasting
13
(
2019
),
pp. 3-23
Persistent link: https://www.econbiz.de/10012154869
Saved in:
4
Real-time inflation forecasting using non-linear dimension reduction techniques
Hauzenberger, Niko
;
Huber, Florian
;
Klieber, Karin
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 901-921
Persistent link: https://www.econbiz.de/10014465163
Saved in:
5
On LASSO for predictive regression
Lee, Ji Hyung
;
Shi, Zhentao
;
Gao, Zhan
- In:
Journal of econometrics
229
(
2022
)
2
,
pp. 322-349
Persistent link: https://www.econbiz.de/10013441886
Saved in:
6
Machine learning time series regressions with an application to nowcasting
Babii, Andrii
;
Ghysels, Eric
;
Striaukas, Jonas
- In:
Journal of business & economic statistics : JBES ; a …
40
(
2022
)
3
,
pp. 1094-1106
Persistent link: https://www.econbiz.de/10013539458
Saved in:
7
Bayesian modelling of TVP-VARs using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014316040
Saved in:
8
Bayesian modeling of time-varying parameters using regression trees
Hauzenberger, Niko
;
Huber, Florian
;
Koop, Gary
; …
-
2023
Persistent link: https://www.econbiz.de/10014295302
Saved in:
9
LIBOR meets machine learning : A Lasso regression approach to detecting data irregularities
Pontines, Victor
;
Rummel, Ole
- In:
Finance research letters
55
(
2023
)
1
,
pp. 1-5
Persistent link: https://www.econbiz.de/10014473047
Saved in:
10
Beyond the beaten paths of forecasting call center arrivals : on the use of dynamic harmonic regression with predictor variables
Rausch, Theresa
;
Albrecht, Tobias
;
Baier, Daniel
- In:
Journal of business economics : JBE
92
(
2022
)
4
,
pp. 675-706
Persistent link: https://www.econbiz.de/10013438855
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