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Zeitreihenanalyse
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Perron, Pierre
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Taylor, Robert
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Beran, Jan
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Ghysels, Eric
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Saikkonen, Pentti
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Timmermann, Allan
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Gao, Jiti
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Conference on Applied Probability and Time Series Analysis <1995, Athen>
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Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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CREATES research paper
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Applied economics letters
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Journal of economic dynamics & control
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NBER Working Paper
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Energy economics
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Cowles Foundation discussion paper
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Working paper / National Bureau of Economic Research, Inc.
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Oxford bulletin of economics and statistics
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Journal of empirical finance
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NBER working paper series
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Tinbergen Institute Discussion Paper
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CESifo working papers
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European journal of operational research : EJOR
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The econometrics journal
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EUI working paper / ECO
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Finance research letters
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Technical Report
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ECONIS (ZBW)
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ArchiDok
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1
A heuristic approach to change point estimation in a non-parametric processes parameter
Omidi, Amirreza
;
Kamranrad, Reza
;
Mardan, Ehsan
- In:
International journal of productivity and quality …
37
(
2022
)
4
,
pp. 496-510
Persistent link: https://www.econbiz.de/10014229976
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Kombination künstlicher neuronaler Netze : zur Prognose von Wechselkursen
Richter, Frank
-
2003
-
1. Aufl.
Persistent link: https://www.econbiz.de/10001788032
Saved in:
9
A heuristic method for extracting smooth trends from economic time series
Rotemberg, Julio
-
1999
Persistent link: https://www.econbiz.de/10001438358
Saved in:
10
Evolutionary induction of trading models
Bhattacharyya, Siddhartha
;
Mehta, Kumar
- In:
Evolutionary computation in economics and finance : …
,
(pp. 311-331)
.
2002
Persistent link: https://www.econbiz.de/10001677453
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