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  • Search: subject:"Functional data analysis"
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Year of publication
Subject
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Functional data analysis 88 functional data analysis 50 Theorie 36 Theory 36 Forecasting model 25 Prognoseverfahren 25 Time series analysis 16 Functional Data Analysis 15 Zeitreihenanalyse 15 Estimation theory 14 Schätztheorie 14 Volatility 13 Volatilität 13 Nonparametric statistics 12 Estimation 11 Schätzung 11 Nichtparametrisches Verfahren 10 Principal component analysis 7 Welt 7 World 7 Yield curve 7 Zinsstruktur 7 Aktienmarkt 6 Hauptkomponentenanalyse 6 Multivariate Analyse 6 Multivariate analysis 6 Stock market 6 Bootstrap approach 5 Bootstrap-Verfahren 5 Börsenkurs 5 China 5 Close-to-open gap forecasting 5 Cluster analysis 5 Electricity 5 Elektrizität 5 Energiekonsum 5 Energy consumption 5 Functional principal component analysis 5 International stock markets 5 Share price 5
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Online availability
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Undetermined 85 Free 64 CC license 5
Type of publication
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Article 114 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 59 Aufsatz in Zeitschrift 59 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 7 Thesis 6 research-article 2 Bibliografie enthalten 1 Bibliography included 1 Lehrbuch 1 Statistik 1 Textbook 1
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Language
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English 103 Undetermined 59 German 1
Author
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Kokoszka, Piotr 5 Liu, Zhenya 5 Das, Sonali 4 Gallón, Santiago 4 Gatarek, Lukasz T. 4 Rhoden, Imke 4 Voit, Ann-Katrin 4 Weller, Daniel 4 Cummins, Mark 3 Diks, Cees G.H. 3 Galeano, Pedro 3 Gooijer, Jan G. de 3 Gupta, Rangan 3 Härdle, Wolfgang 3 Härdle, Wolfgang Karl 3 Kearney, Fearghal 3 Kneip, Alois 3 Maennig, Wolfgang 3 Mangisa, Siphumlile 3 Mueller, Steffen Q. 3 Murphy, Finbarr 3 Romo, Juan 3 Shang, Han Lin 3 Vantini, Simone 3 Vieu, Philippe 3 Wang, Shixuan 3 Aguilera, Ana 2 Benko, Michal 2 Boubaker, Sabri 2 Burdejova, Petra 2 Carey, Michelle 2 Carroll, Raymond J. 2 Cañón, Carlos Iván 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 2 Fagiolo, Giorgio 2 Gath, Eugene G. 2
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Institution
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Departamento de Estadistica, Universidad Carlos III de Madrid 4 Department of Econometrics and Business Statistics, Monash Business School 3 Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät 2 Centro Ricerche Nord Sud (CRENoS) 1 Department of Accountancy, Economics and Finance, School of Management and Languages 1 EconWPA 1 IGI Global 1 Society for Computational Economics - SCE 1 Tinbergen Institute 1 Tinbergen Instituut 1 Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München 1
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Published in...
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Computational Statistics & Data Analysis 8 Computational Statistics 6 Journal of Multivariate Analysis 4 Statistics and Econometrics Working Papers 4 TEST: An Official Journal of the Spanish Society of Statistics and Operations Research 4 International journal of forecasting 3 Monash Econometrics and Business Statistics Working Papers 3 Psychometrika 3 SFB 649 Discussion Paper 3 Statistics & Probability Letters 3 Working papers 3 AStA Advances in Statistical Analysis 2 Advances in Data Analysis and Classification 2 Applied economics 2 Energy economics 2 European journal of operational research : EJOR 2 Journal of Classification 2 Journal of forecasting 2 Journal of time series econometrics 2 Marketing science 2 Metrika 2 Quantitative finance 2 Research in international business and finance 2 SFB 649 Discussion Papers 2 SFB 649 discussion paper 2 Statistical Papers 2 Statistics & Risk Modeling 2 Statistics in transition : an international journal of the Polish Statistical Association and Statistics Poland 2 Tinbergen Institute Discussion Papers 2 Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries 1 Brazilian review of econometrics : BRE ; the review of the Brazilian Econometric Society 1 Central European Journal of Economic Modelling and Econometrics 1 Central European journal of economic modelling and econometrics 1 Computational and mathematical organization theory 1 Computational economics 1 Computing in Economics and Finance 2005 1 Demographic Research 1 Department of Economics working paper series 1 Discussion paper / Tinbergen Institute 1 ECARES working paper 1
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Source
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ECONIS (ZBW) 77 RePEc 62 EconStor 15 BASE 7 Other ZBW resources 2
Showing 11 - 20 of 163
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Comparing risk profiles of international stock markets as functional data : COVID-19 versus the global financial crisis
Shackleton, Ryan; Das, Sonali; Gupta, Rangan - 2023
Persistent link: https://www.econbiz.de/10014364821
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Outlier detection based on the functional coefficient of variation
Kocakoç, İpek Deveci; Köymen Keser, Istem - In: Statistics in transition : an international journal of … 24 (2023) 2, pp. 1-16
The coefficient of the variation function is a useful descriptive statistic, especially when comparing the variability of more than two curve groups, even when they have significantly different mean curves. Since the coefficient of variation function is the ratio of the mean and standard...
Persistent link: https://www.econbiz.de/10015052066
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Spatio-temporal dynamics of European innovation: An exploratory approach via multivariate functional data cluster analysis
Rhoden, Imke; Weller, Daniel; Voit, Ann-Katrin - In: Journal of Open Innovation: Technology, Market, and … 8 (2022) 1, pp. 1-23
We apply a functional data approach for mixture model-based multivariate innovation clustering to identify different regional innovation portfolios in Europe, considering patterns of specialization among innovation types. We combine patent registration data and other innovation and economic data...
Persistent link: https://www.econbiz.de/10014329510
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Venture capital investments through the lens of network and functional data analysis
Esposito, Christian; Gortan, Marco; Testa, Lorenzo; … - 2022
investors, and then apply functional data analysis (FDA) to derive progressively more refined indicators of success captured by …
Persistent link: https://www.econbiz.de/10013205386
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Venture capital investments through the lens of network and functional data analysis
Esposito, Christian; Gortan, Marco; Testa, Lorenzo; … - 2022
investors, and then apply functional data analysis (FDA) to derive progressively more refined indicators of success captured by …
Persistent link: https://www.econbiz.de/10013161528
Saved in:
Cover Image
Spatio-temporal dynamics of European innovation : an exploratory approach via multivariate functional data cluster analysis
Rhoden, Imke; Weller, Daniel; Voit, Ann-Katrin - In: Journal of open innovation : technology, market, and … 8 (2022) 1, pp. 1-23
We apply a functional data approach for mixture model-based multivariate innovation clustering to identify different regional innovation portfolios in Europe, considering patterns of specialization among innovation types. We combine patent registration data and other innovation and economic data...
Persistent link: https://www.econbiz.de/10012801507
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Functional data analysis for Brazilian term structure of interest rate
Vaz, Lucélia Viviane; Raad, Rodrigo Jardim - In: Revista Brasileira de Finanças : RBFin 20 (2022) 1, pp. 82-104
Persistent link: https://www.econbiz.de/10013257699
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Sustainable funding for small businesses : an investigation into the dynamics of the recurring crowdfunding model
Tan, Yee Heng; Reddy, Srinivas K. - In: International small business journal : ISBJ 42 (2024) 5, pp. 641-669
Persistent link: https://www.econbiz.de/10015190742
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FuNVol : multi-asset implied volatility market simulator using functional principal components and neural SDEs
Choudhary, Vedant; Jaimungal, Sebastian; Bergeron, Maxime - In: Quantitative finance 24 (2024) 8, pp. 1077-1103
Persistent link: https://www.econbiz.de/10015196872
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An original approach to anomalies in intertemporal choices through functional data analysis : theory and application for the study of Hikikomori syndrome
Ventre, Viviana; Martino, Roberta; Cruz Rambaud, Salvador; … - In: Socio-economic planning sciences : the international … 92 (2024), pp. 1-18
Persistent link: https://www.econbiz.de/10014529158
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