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~subject:"Credit risk"
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Search: subject:"Markov chain"
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Credit risk
Theorie
Markov chain
45
Markov-Kette
45
Bayes-Statistik
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36
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14
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Computational economics
European journal of operational research : EJOR
183
Journal of econometrics
136
Discussion paper / Tinbergen Institute
118
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
88
International journal of forecasting
78
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69
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63
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International journal of production economics
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
38
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38
International journal of theoretical and applied finance
37
Série des documents de travail / Centre de Recherche en Économie et Statistique
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Discussion paper / Centre for Economic Policy Research
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Management science : journal of the Institute for Operations Research and the Management Sciences
36
Journal of applied econometrics
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Working paper / Department of Econometrics and Business Statistics, Monash University
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33
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Computers & operations research : and their applications to problems of world concern ; an international journal
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Exploring uncertainty, sensitivity and robust solutions in mathematical programming through bayesian analysis
Tsionas, Efthymios G.
;
Philippas, Dionisis
;
Zopounidis, …
- In:
Computational economics
62
(
2023
)
1
,
pp. 205-227
Persistent link: https://www.econbiz.de/10014327494
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2
Bayesian inference for mixed Gaussian GARCH-type model by Hamiltonian Monte Carlo algorithm
Liang, Rubing
;
Qin, Binbin
;
Xia, Qiang
- In:
Computational economics
63
(
2024
)
1
,
pp. 193-220
Persistent link: https://www.econbiz.de/10014472071
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
A time-dependent Markovian model of a limit order book
Chávez Casillas, Jonathan A.
- In:
Computational economics
63
(
2024
)
2
,
pp. 679-709
Persistent link: https://www.econbiz.de/10014472546
Saved in:
5
Bayesian testing for leverage effect in stochastic volatility models
Zhang, Jin-Yu
;
Chen, Zhong-Tian
;
Li, Yong
- In:
Computational economics
53
(
2019
)
3
,
pp. 1153-1164
Persistent link: https://www.econbiz.de/10012135124
Saved in:
6
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:
7
Extracting rules via Markov chains for cryptocurrencies returns forecasting
Felix do Nascimento, Kerolly Kedma
;
Santos, Fábio …
- In:
Computational economics
61
(
2023
)
3
,
pp. 1095-1114
Persistent link: https://www.econbiz.de/10014252144
Saved in:
8
DSGE-SVt : an econometric toolkit for high-dimensional DSGE models with SV and T errors
Chib, Siddhartha
;
Shin, Minchul
;
Tan, Fei
- In:
Computational economics
61
(
2023
)
1
,
pp. 69-111
Persistent link: https://www.econbiz.de/10014228405
Saved in:
9
Finite-state Markov chains with flexible distributions
Lkhagvasuren, Damba
;
Bataa, Erdenebat
- In:
Computational economics
61
(
2023
)
2
,
pp. 611-644
Persistent link: https://www.econbiz.de/10014228455
Saved in:
10
Determining the flat sales prices by flat characteristics using Bayesian network models
Sevinç, Volkan
- In:
Computational economics
59
(
2022
)
2
,
pp. 549-577
Persistent link: https://www.econbiz.de/10013169018
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