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subject:"Time series analysis"
~isPartOf:"Computational economics"
~isPartOf:"Working papers"
~subject:"Regressionsanalyse"
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Time series analysis
Regressionsanalyse
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Ślepaczuk, Robert
4
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Computational economics
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SSE EFI working paper series in economics and finance
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Working paper / Department of Econometrics and Business Statistics, Monash University
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1
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
2
The performance of time series forecasting based on classical and machine learning methods for S&P 500 index
Uzzal, Maudud Hassan
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014305886
Saved in:
3
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:
4
Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts
Lis, Szymon
;
Chlebus, Marcin
-
2021
Persistent link: https://www.econbiz.de/10012795166
Saved in:
5
Application of machine learning in quantitative investment strategies on global stock markets
Grudniewicz, Jan
;
Ślepaczuk, Robert
-
2021
Persistent link: https://www.econbiz.de/10012816704
Saved in:
6
Comparing out-of-sample performance of machine learning methods to forecast U.S. GDP growth
Chu, Ba
;
Qureshi, Shafiullah
- In:
Computational economics
62
(
2023
)
4
,
pp. 1567-1609
Persistent link: https://www.econbiz.de/10014437505
Saved in:
7
A hybrid ARFIMA wavelet artificial neural network model for DJIA index forecasting
Boubaker, Heni
;
Canarella, Giorgio
;
Gupta, Rangan
; …
- In:
Computational economics
62
(
2023
)
4
,
pp. 1801-1843
Persistent link: https://www.econbiz.de/10014437593
Saved in:
8
Modeling Bitcoin prices using signal processing methods, Bayesian optimization, and deep neural networks
Tripathi, Bhaskar
;
Sharma, Rakesh Kumar
- In:
Computational economics
62
(
2023
)
4
,
pp. 1919-1945
Persistent link: https://www.econbiz.de/10014442577
Saved in:
9
Prediction of Loan Rate for Mortgage Data : Deep Learning Versus Robust Regression
Wang, Donglin
;
Hong, Don
;
Wu, Qiang
- In:
Computational economics
61
(
2023
)
3
,
pp. 1137-1150
Persistent link: https://www.econbiz.de/10014252161
Saved in:
10
Multivariate picture fuzzy time series : new definitions and a new forecasting method based on pi-sigma artificial neural network
Bas, Eren
;
Egrioglu, Erol
;
Tunc, Taner
- In:
Computational economics
61
(
2023
)
1
,
pp. 139-164
Persistent link: https://www.econbiz.de/10014228419
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