Forecasting online auctions via self-exciting point processes
Year of publication: |
2014
|
---|---|
Authors: | Chan, Ngai Hang ; Li, Zehang Richard ; Yau, Chun Yip |
Published in: |
Journal of forecasting. - Chichester : Wiley, ISSN 0277-6693, ZDB-ID 783432-9. - Vol. 33.2014, 7, p. 501-514
|
Subject: | bids arrival | functional data analysis | non-homogeneous point process | price prediction | Prognoseverfahren | Forecasting model | Internet-Auktion | Online auction | Auktionstheorie | Auction theory | Auktion | Auction | Zeitreihenanalyse | Time series analysis |
-
Surveillance of complex auction markets : a market policy analytics approach
Avci, Ezgi, (2018)
-
Modeling and forecasting online auction prices : a semiparametric regression analysis
Chan, Ngai Hang, (2017)
-
Price comparison : a reliable approach to identifying shill bidding in online auctions?
Dong, Fei, (2012)
- More ...
-
Forecasting Online Auctions via SelfâExciting Point Processes
Chan, Ngai Hang, (2014)
-
Group LASSO for Structural Break Time Series
Chan, Ngai Hang, (2014)
-
LASSO estimation of threshold autoregressive models
Chan, Ngai Hang, (2015)
- More ...