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isPartOf:"Working papers"
subject:"Wohlfahrtsanalyse"
~isPartOf:"Computational economics"
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Wohlfahrtsanalyse
Prognoseverfahren
Theorie
532
Theory
532
Forecasting model
85
Time series analysis
71
Zeitreihenanalyse
71
Portfolio selection
69
Portfolio-Management
69
Mathematical programming
67
Mathematische Optimierung
67
Agent-based modeling
64
Agentenbasierte Modellierung
64
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43
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43
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42
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36
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33
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23
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Avdoulas, Christos
2
Bekiros, Stelios
2
Boubaker, Heni
2
Gupta, Rangan
2
Karathanasopoulos, Andreas
2
Liang, Rubing
2
Theofilatos, Konstantinos
2
Xia, Qiang
2
Yilmaz, Firat Melih
2
Acosta-González, Eduardo
1
Affes, Zeineb
1
Afuecheta, Emmanuel
1
Ahmadpour, Ahmad
1
Ahmed, Mansoor
1
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1
Aminimehr, Akbar
1
Aminimehr, Amin
1
Aminimehr, Amirhossein
1
Antognini, Jonathan
1
Arabaci, Ozer
1
Arce, Paola
1
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1
Asai, Manabu
1
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1
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1
Band, Shahab S.
1
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1
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1
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1
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1
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1
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1
Bhattacharya, Shramana
1
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1
Bizergianidou, V. A.
1
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1
Canarella, Giorgio
1
Caraiani, Petre
1
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Working papers
Computational economics
International journal of forecasting
677
Journal of forecasting
433
Economics letters
165
Economic modelling
144
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
132
Journal of econometrics
128
European journal of operational research : EJOR
113
Journal of economic dynamics & control
96
Energy economics
94
Applied economics
83
Journal of international economics
80
Review of international economics
79
Applied economics letters
77
International review of economics & finance : IREF
75
Technological forecasting & social change : an international journal
75
Journal of empirical finance
74
Management science : journal of the Institute for Operations Research and the Management Sciences
72
Journal of applied econometrics
66
Journal of macroeconomics
66
Risks : open access journal
65
Finance research letters
63
Journal of banking & finance
63
Journal of economics
62
The American economic review
59
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
58
The Manchester School
56
International economic review
55
Journal of international money and finance
54
Macroeconomic dynamics
54
European economic review : EER
53
International journal of production economics
53
The North American journal of economics and finance : a journal of financial economics studies
53
American journal of agricultural economics
52
Journal of monetary economics
51
Journal of public economics
51
Insurance / Mathematics & economics
48
Quantitative finance
48
The European journal of finance
48
International review of financial analysis
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ECONIS (ZBW)
87
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1
A new neural network approach for predicting the volatility of stock market
Koo, Eunho
;
Kim, Geonwoo
- In:
Computational economics
61
(
2023
)
4
,
pp. 1665-1679
Persistent link: https://www.econbiz.de/10014327101
Saved in:
2
Predict stock prices using supervised learning algorithms and particle swarm optimization algorithm
Bazrkar, Mohammad Javad
;
Hosseini, Soodeh
- In:
Computational economics
62
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10014327292
Saved in:
3
Comparison of Value at Risk (VaR) multivariate forecast models
Müller, Fernanda Maria
;
Righi, Marcelo Brutti
- In:
Computational economics
63
(
2024
)
1
,
pp. 75-110
Persistent link: https://www.econbiz.de/10014471980
Saved in:
4
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
Saved in:
5
Statistical evaluation of deep learning models for stock return forecasting
Yilmaz, Firat Melih
;
Yildiztepe, Engin
- In:
Computational economics
63
(
2024
)
1
,
pp. 221-244
Persistent link: https://www.econbiz.de/10014472083
Saved in:
6
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel
;
Okorie, Idika E.
;
Nadarajah, Saralees
- In:
Computational economics
63
(
2024
)
1
,
pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
Saved in:
7
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
Saved in:
8
Predicting natural gas prices based on a novel hybrid model with variational mode decomposition
Lu, Qin
;
Liao, Jingwen
;
Chen, Kechi
;
Liang, Yanhui
;
Lin, Yu
- In:
Computational economics
63
(
2024
)
2
,
pp. 639-678
Persistent link: https://www.econbiz.de/10014472537
Saved in:
9
Enhancement of neural networks model's predictions of currencies exchange rates by phase space reconstruction and harris hawks’ optimization
Khan, Haider Ali
;
Ghorbani, Shahryar
;
Shabani, Elham
; …
- In:
Computational economics
63
(
2024
)
2
,
pp. 835-860
Persistent link: https://www.econbiz.de/10014475063
Saved in:
10
Computing Macro-effects and welfare costs of temperature volatility : a structural approach
Donadelli, Michael
;
Jüppner, Marcus
;
Paradiso, Antonio
; …
- In:
Computational economics
58
(
2021
)
2
,
pp. 347-394
Persistent link: https://www.econbiz.de/10012615019
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