Search Results - subject:"Functional data"

Trading signal, functional data analysis and time series momentum

Boubaker, Sabri; Liu, Zhenya; Lu, Shanglin; Zhang, Yifan - In: Finance research letters 42 (2021), pp. 1-8

Persistent link: https://www.econbiz.de/10014581379

Neural network prediction of crude oil futures using B-splines

Butler, Sunil; Kokoszka, Piotr; Miao, Hong; Shang, Han Lin - In: Energy economics 94 (2021), pp. 1-11

Persistent link: https://www.econbiz.de/10012649352

Efficient representation of supply and demand curves on day-ahead electricity markets

Soloviova, Mariia; Vargiolu, Tiziano - In: The journal of energy markets 14 (2021) 1, pp. 99-126

Persistent link: https://www.econbiz.de/10012662353

Identifying and responding to outlier demand in revenue management

Rennie, Nicola; Cleophas, Catherine; Sykulski, Adam M.; … - In: European journal of operational research : EJOR 293 (2021) 3, pp. 1015-1030

Persistent link: https://www.econbiz.de/10012533799

Prevention- versus promotion-focus regulatory efforts on the disease incidence and mortality of COVID-19 : a multinational diffusion study using functional data analysis

Kumar, V.; Sood, Ashish; Gupta, Shaphali; Sood, Nitish - In: Journal of international marketing 29 (2021) 1, pp. 1-22

Persistent link: https://www.econbiz.de/10012484445

Permutation tests for equality of distributions of functional data

Bugni, Federico; Horowitz, Joel L. - 2017

a continuous time stochastic process are called functional data. This paper is concerned with comparing two or more … stochastic processes that generate functional data. The data may be produced by a randomized experiment in which there are … data. In contrast to existing methods, the test described here applies to both functional data and multiple treatments. The …

Persistent link: https://www.econbiz.de/10011941449

Dynamic semi-parametric factor model for functional expectiles

Burdejová, Petra; Härdle, Wolfgang Karl - 2017

High-frequency data can provide us with a quantity of informa- tion for forecasting, help to calculate and prevent the future risk based on extremes. This tail behaviour is very often driven by ex- ogenous components and may be modelled conditional on other vari- ables. However, many of these...

Persistent link: https://www.econbiz.de/10011963633

Functional autoregressive models : an application to Brazilian hourly electricity load

Vaz, Lucelia Viviane; Silveira, Getúlio Borges da - In: Brazilian review of econometrics : BRE ; the review of … 37 (2017) 2, pp. 297-325

Persistent link: https://www.econbiz.de/10011996170

Dynamic semi-parametric factor model for functional expectiles

Burdejová, Petra; Härdle, Wolfgang - 2017

Persistent link: https://www.econbiz.de/10011760356

A functional linear regression model in the space of probability density functions

Arata, Yoshiyuki - 2017

Persistent link: https://www.econbiz.de/10012131936