Search Results - subject:"Distance correlation"

The functional distance-based approach : an application on long-term Metropolitan Development

Fortuna, Francesca; Naccarato, Alessia; Salvatici, Luca - In: Socio-economic planning sciences : the international … 94 (2024), pp. 1-9

Persistent link: https://www.econbiz.de/10014552614

Portfolio optimization using cellwise robust association measures and clustering methods with application to highly volatile markets

Menvouta, Emmanuel Jordy; Serneels, Sven; Verdonck, Tim - In: The Journal of finance and data science : JFDS 9 (2023), pp. 1-13

This paper introduces the minCluster portfolio, which is a portfolio optimization method combining the optimization of downside risk measures, hierarchical clustering and cellwise robustness. Using cellwise robust association measures, the minCluster portfolio is able to retrieve the underlying...

Persistent link: https://www.econbiz.de/10014514018

Which ports differ in the copycat effectiveness of the hinterland strategy? : based on port-hinterland distance correlation

Li, Kai-Yuan; Yin, Ming - In: Maritime policy & management 52 (2025) 2, pp. 269-286

Persistent link: https://www.econbiz.de/10015442072

Directional predictability tests

Jin, Weifeng; Velasco, Carlos - In: Econometric reviews 44 (2025) 5, pp. 598-629

Persistent link: https://www.econbiz.de/10015553467

Integrated GCN-BiGRU-TPE agricultural product futures prices prediction based on multi-graph construction

Zhang, Dabin; Li, Xiaoming; Ling, Liwen; Hu, Huanling; … - In: Computational economics 66 (2025) 5, pp. 3927-3955

Persistent link: https://www.econbiz.de/10015591288

Targeting predictors via partial distance correlation with applications to financial forecasting

Yousuf, Kashif; Feng, Yang - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1007-1019

Persistent link: https://www.econbiz.de/10013539410

Empirical characteristic functions-based estimation and distance correlation for locally stationary processes

Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, … - 2016 - Version: November 1, 2016

estimation. Furthermore, by extending the notion of distance correlation of Szekely, Rizzo and Bakirov (2007) to locally …

Persistent link: https://www.econbiz.de/10011570173

Empirical characteristic functions-based estimation and distance correlation for locally stationary processes

Jentsch, Carsten; Leucht, Anne; Meyer, Marco; Beering, … - 2016

estimation. Furthermore, by extending the notion of distance correlation of Szekely, Rizzo and Bakirov (2007) to locally …

Persistent link: https://www.econbiz.de/10011588694

A multivariate distance nonlinear causality test based on partial distance correlation : a machine learning application to energy futures

Creamer Guillén, Germán; Lee, Chihoon - In: Quantitative finance 19 (2019) 9, pp. 1531-1542

Persistent link: https://www.econbiz.de/10012194804

A generalization of an integral arising in the theory of distance correlation

Dueck, Johannes; Edelmann, Dominic; Richards, Donald - In: Statistics & Probability Letters 97 (2015) C, pp. 116-119

field of distance correlation, a concept developed by Székely et al. (2007) to measure dependence between random variables. …

Persistent link: https://www.econbiz.de/10011189316