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type_genre:"Arbeitspapier"
type_genre:"Sammelwerk"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
~subject:"Stochastischer Prozess"
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Prognoseverfahren
Stochastischer Prozess
Theorie
759
Theory
759
Time series analysis
110
Zeitreihenanalyse
110
Forecasting model
108
Estimation
78
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78
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51
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51
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43
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43
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133
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Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
17
Snyder, Ralph D.
12
Ślepaczuk, Robert
10
Gao, Jiti
9
Frazier, David T.
8
Panagiotelis, Anastasios
8
Koehler, Anne B.
7
Maneesoonthorn, Worapree
7
Casarin, Roberto
6
Forbes, Catherine Scipione
6
Gamakumara, Puwasala
5
Loiza-Maya, Ruben
5
McCabe, Brendan Peter Martin
5
Ord, John Keith
5
Beaumont, Adrian
4
Capistrán Carmona, Carlos
4
King, Maxwell L.
4
Poskitt, Donald Stephen
4
Vahid, Farshid
4
Zhang, Xibin
4
Ben Taieb, Souhaib
3
Chlebus, Marcin
3
Gallo, Giampiero M.
3
Kourentzes, Nikolaos
3
Ravazzolo, Francesco
3
Akram, Muhammad
2
Anderson, Heather M.
2
Barro, Diana
2
Canestrelli, Elio
2
Dijk, Herman K. van
2
Dong, Chaohua
2
Grassi, Stefano
2
Harris, David
2
Inder, Brett A.
2
Kang, Yanfei
2
Koo, Bonsoo
2
Michańków, Jakub
2
Montero-Manso, Pablo
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
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155
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122
Discussion paper / Centre for Economic Policy Research
110
SFB 649 discussion paper
84
Working paper
84
CESifo working papers
78
CREATES research paper
78
Research paper series / Swiss Finance Institute
58
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
58
Discussion paper / Humboldt-Universität zu Berlin, Sonderforschungsbereich 373 Quantifikation und Simulation Ökonomischer Prozesse
56
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50
Finance and economics discussion series
48
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Discussion papers of interdisciplinary research project 373
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Discussion paper / Center for Economic Research, Tilburg University
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Discussion paper
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20
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20
Discussion paper / Department of Economics, University of California San Diego
19
KBI
19
Kiel working paper
19
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ECONIS (ZBW)
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1
How stable and predictable are welfare estimates using recreation demand models?
Lloyd-Smith, Patrick
;
Zawojska, Ewa
-
2024
Persistent link: https://www.econbiz.de/10014507825
Saved in:
2
ABC-based forecasting in state space models
Weerasinghe, Chaya
;
Loiza-Maya, Ruben
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452518
Saved in:
3
Solving the forecast combination puzzle
Frazier, David T.
;
Covey, Ryan
;
Martin, Gael M.
; …
-
2023
Persistent link: https://www.econbiz.de/10014452579
Saved in:
4
Forecast reconciliation : a review
Athanasopoulos, George
;
Hyndman, Rob J.
;
Kouretzes, Nikolaos
-
2023
Persistent link: https://www.econbiz.de/10014451345
Saved in:
5
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
Saved in:
6
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
7
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
8
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
9
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:
10
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
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