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~isPartOf:"ASTIN bulletin : the journal of the International Actuarial Association"
~isPartOf:"International journal of forecasting"
~isPartOf:"Working paper / Department of Econometrics and Business Statistics, Monash University"
~subject:"Forecasting model"
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Search: subject_exact:"Stochastischer Prozess"
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Forecasting model
Stochastic process
78
Stochastischer Prozess
78
Theorie
45
Theory
45
Time series analysis
37
Zeitreihenanalyse
37
Prognoseverfahren
31
Volatility
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Volatilität
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Bayesian inference
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State space model
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ARCH model
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Martin, Gael M.
4
Frazier, David T.
3
Chan, Joshua
2
Koo, Bonsoo
2
Loiza-Maya, Ruben
2
Ruiz, Esther
2
Seo, Myung Hwan
2
Shimizu, Yasutaka
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Athanasopoulos, George
1
Barajas-Solano, David A.
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Brüggemann, Ralf
1
Chiu, Ching Wai Jeremy
1
Collet, J.
1
Cross, Jamie
1
Dessertaine, A.
1
Dimitrakopoulos, Stefanos
1
Dordonnat, V.
1
Eraslan, Sercan
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1
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Kim, Dongwhan
1
Kohn, Robert
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Kojima, Yuta
1
Koopman, Siem Jan
1
Kryshko, Maxym
1
Li, Gang
1
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ASTIN bulletin : the journal of the International Actuarial Association
International journal of forecasting
Working paper / Department of Econometrics and Business Statistics, Monash University
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
16
Journal of econometrics
16
Journal of forecasting
16
Risks : open access journal
14
Discussion paper / Tinbergen Institute
13
CAMA working paper series
12
European journal of operational research : EJOR
10
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8
Journal of financial econometrics : official journal of the Society for Financial Econometrics
7
Energy economics
6
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6
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6
CAMA Working Paper
5
Econometric reviews
5
Economic modelling
5
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
5
International journal of theoretical and applied finance
5
Journal of risk and financial management : JRFM
5
Applied economics
4
Discussion paper
4
Econometrics : open access journal
4
Economics letters
4
Federal Reserve Bank of Cleveland working paper series
4
Journal of economic dynamics & control
4
Journal of empirical finance
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
3
Annals of finance
3
Applied financial economics
3
CREATES research paper
3
Computational economics
3
Discussion paper / Center for Economic Research, Tilburg University
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EUI working paper / ECO
3
Finance research letters
3
International Journal of Energy Economics and Policy : IJEEP
3
International journal of production economics
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International review of financial analysis
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ECONIS (ZBW)
31
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1
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:
2
Survival energy models for mortality prediction and future prospects
Shimizu, Yasutaka
;
Shirai, Kana
;
Kojima, Yuta
;
Mitsuda, …
- In:
ASTIN bulletin : the journal of the International …
53
(
2023
)
2
,
pp. 377-391
Persistent link: https://www.econbiz.de/10014320272
Saved in:
3
Physics-informed Gaussian process regression for states estimation and forecasting in power grids
Tartakovsky, Alexandre M.
;
Ma, Tong
;
Barajas-Solano, …
- In:
International journal of forecasting
39
(
2023
)
2
,
pp. 967-980
Persistent link: https://www.econbiz.de/10014465184
Saved in:
4
Nowcasting GDP with a pool of factor models and a fast estimation algorithm
Eraslan, Sercan
;
Schröder, Maximilian
- In:
International journal of forecasting
39
(
2023
)
3
,
pp. 1460-1476
Persistent link: https://www.econbiz.de/10014465295
Saved in:
5
Focused Bayesian prediction
Loiza-Maya, Ruben
;
Martin, Gael M.
;
Frazier, David T.
-
2020
Persistent link: https://www.econbiz.de/10012606751
Saved in:
6
Tree-based machine learning methods for modeling and forecasting mortality
Bjerre, Dorethe Skovgaard
- In:
ASTIN bulletin : the journal of the International …
52
(
2022
)
3
,
pp. 765-787
Persistent link: https://www.econbiz.de/10013426659
Saved in:
7
Forecasting with trees
Januschowski, Tim
;
Wang, Yuyang
;
Torkkola, Kari
; …
- In:
International journal of forecasting
38
(
2022
)
4
,
pp. 1473-1481
Persistent link: https://www.econbiz.de/10014381127
Saved in:
8
Conditional value-at-risk forecasts of an optimal foreign currency portfolio
Kim, Dongwhan
;
Kang, Kyu Ho
- In:
International journal of forecasting
37
(
2021
)
2
,
pp. 838-861
Persistent link: https://www.econbiz.de/10012792873
Saved in:
9
Minnesota-type adaptive hierarchical priors for large Bayesian VARs
Chan, Joshua
- In:
International journal of forecasting
37
(
2021
)
3
,
pp. 1212-1226
Persistent link: https://www.econbiz.de/10012794844
Saved in:
10
Why does a human die? : a structural approach to cohort-wise mortality prediction under survival energy hypothesis
Shimizu, Yasutaka
;
Minami, Yuki
;
Ito, Ryunosuke
- In:
ASTIN bulletin : the journal of the International …
51
(
2021
)
1
,
pp. 191-219
Persistent link: https://www.econbiz.de/10012437278
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