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  • Search: subject:"Functional data analysis"
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Year of publication
Subject
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Functional data analysis 90 functional data analysis 52 Theorie 38 Theory 38 Forecasting model 27 Prognoseverfahren 27 Time series analysis 16 Estimation theory 15 Functional Data Analysis 15 Schätztheorie 15 Zeitreihenanalyse 15 Nonparametric statistics 13 Volatility 13 Volatilität 13 Estimation 11 Nichtparametrisches Verfahren 11 Schätzung 11 Principal component analysis 9 Hauptkomponentenanalyse 8 Yield curve 8 Zinsstruktur 8 Welt 7 World 7 Aktienmarkt 6 Electricity 6 Elektrizität 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 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 87 Free 66 CC license 5
Type of publication
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Article 118 Book / Working Paper 48 Other 1
Type of publication (narrower categories)
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Article in journal 62 Aufsatz in Zeitschrift 62 Working Paper 24 Arbeitspapier 16 Graue Literatur 16 Non-commercial literature 16 Article 8 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 107 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 Vaz, Lucelia Viviane 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 Chen, Jiazi 2 Chiaromonte, Francesca 2 Diks, Cees G. H. 2 Erbas, Bircan 2 Escabias, Manuel 2 Esposito, Christian 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 International journal of forecasting 4 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 Energy economics 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 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 ASTIN bulletin : the journal of the International Actuarial Association 1 Annals of actuarial science 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
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Source
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ECONIS (ZBW) 80 RePEc 62 EconStor 16 BASE 7 Other ZBW resources 2
Showing 21 - 30 of 167
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Functional data analysis for Brazilian term structure of interest rate
Vaz, Lucelia 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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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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The time-varying effects of rhetorical signals in crowdfunding campaigns
Moradi, Masoud; Dass, Mayukh; Arnett, Dennis; … - In: Journal of the Academy of Marketing Science 52 (2024) 2, pp. 370-398
Persistent link: https://www.econbiz.de/10015047777
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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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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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How does financial development affect global energy security? : a functional data analysis
Feng, Chao; Liu, Yu-Qi; Yang, Jun - In: Emerging markets, finance & trade : a journal of the … 60 (2024) 7, pp. 1484-1497
Persistent link: https://www.econbiz.de/10014567075
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Forecasting the Colombian electricity spot price under a functional approach
Gallón, Santiago; Barrientos, Jorge Hugo - In: International Journal of Energy Economics and Policy : IJEEP 11 (2021) 2, pp. 67-74
Persistent link: https://www.econbiz.de/10012608317
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A semiparametric model for bond pricing with life cycle fundamental
Cai, Zongwu; Chen, Jiazi; Niu, Linlin - 2021
Persistent link: https://www.econbiz.de/10012425388
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On quantitative stability in infinite-dimensional optimization under uncertainty
Hoffhues, M.; Römisch, W.; Surowiec, T. M. - In: Optimization Letters 15 (2021) 8, pp. 2733-2756
PDE-constrained optimization as well as functional data analysis. For this class of problems, we provide both qualitative …
Persistent link: https://www.econbiz.de/10014501320
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Heterogeneous consumer preferences for product quality and uncertainty
Maennig, Wolfgang; Mueller, Steffen Q. - 2021
We provide evidence for heterogeneous consumer preferences for product quality and game outcome uncertainty (GOU) in Major League Baseball. Using attendance data from 2013 to 2019, we explore functional data clustering techniques to detect common patterns in predictive margins of team-specific...
Persistent link: https://www.econbiz.de/10012794512
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