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type_genre:"Arbeitspapier"
type_genre:"Series"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~isPartOf:"Working papers"
~subject:"Forecasting model"
~subject:"World"
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Forecasting model
World
Theorie
759
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759
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110
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108
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Hyndman, Rob J.
30
Athanasopoulos, George
20
Martin, Gael M.
12
Snyder, Ralph D.
12
Ślepaczuk, Robert
10
Frazier, David T.
8
Panagiotelis, Anastasios
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Koehler, Anne B.
7
Capistrán Carmona, Carlos
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Gamakumara, Puwasala
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Loiza-Maya, Ruben
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Ord, John Keith
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Vahid, Farshid
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4
Gao, Jiti
4
McCabe, Brendan Peter Martin
4
Poskitt, Donald Stephen
4
Anderson, Heather M.
3
Ben Taieb, Souhaib
3
Casarin, Roberto
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Chlebus, Marcin
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Gallo, Giampiero M.
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Maneesoonthorn, Worapree
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Ravazzolo, Francesco
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Koo, Bonsoo
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Michańków, Jakub
2
Montero-Manso, Pablo
2
Otranto, Edoardo
2
Peng, Bin
2
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Working paper / Department of Econometrics and Business Statistics, Monash University
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265
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163
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53
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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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