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Subject
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Artificial intelligence 2 Künstliche Intelligenz 2 random regression 2 ARX model 1 Agent-based modeling 1 Agentenbasierte Modellierung 1 Bank lending 1 Bayes-Statistik 1 Bayesian forecast 1 Bayesian inference 1 Bayesian model averaging 1 Compound symmetric 1 Dispersion 1 Financial market 1 Finanzmarkt 1 Forecasting model 1 Forestry 1 Forstwirtschaft 1 Kreditgeschäft 1 Lasso 1 Misspecified model 1 Mixed linear model 1 Optimal lag 1 Prognoseverfahren 1 Random regression coefficient model 1 Random regression forest 1 Regression analysis 1 Regressionsanalyse 1 Ridge regression 1 Share Economy 1 Sharing economy 1 Theorie 1 Theory 1 True model 1 agent-based finance 1 conditional dependence 1 financial stability 1 machine learning 1 p2p lending 1 peer-to-peer 1
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Undetermined 5
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Article 5
Type of publication (narrower categories)
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Article in journal 2 Aufsatz in Zeitschrift 2
Language
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Undetermined 3 English 2
Author
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Polyzos, Efstathios 2 Bock, R. 1 Gibbons, Robert 1 Liu, Shu-Ing 1 Liu, Xu-Qing 1 Rong, Jian-Ying 1 Rubbaniy, Ghulame 1 Samitas, Aristeidis 1 Siriopoulos, Costas 1
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Published in...
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Annals of the Institute of Statistical Mathematics 1 Computational economics 1 International journal of finance & economics : IJFE 1 Psychometrika 1 Statistical Papers / Springer 1
Source
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RePEc 3 ECONIS (ZBW) 2
Showing 1 - 5 of 5
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The perfect bail-in : financing without banks using peer-to-peer lending
Polyzos, Efstathios; Samitas, Aristeidis; Rubbaniy, Ghulame - In: International journal of finance & economics : IJFE 29 (2024) 3, pp. 3393-3412
Persistent link: https://www.econbiz.de/10014635335
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Autoregressive random forests : machine learning and lag selection for financial research
Polyzos, Efstathios; Siriopoulos, Costas - In: Computational economics 64 (2024) 1, pp. 225-262
Persistent link: https://www.econbiz.de/10015078020
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On misspecification of the dispersion matrix in mixed linear models
Rong, Jian-Ying; Liu, Xu-Qing - In: Statistical Papers 51 (2010) 2, pp. 445-453
Persistent link: https://www.econbiz.de/10008456160
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Bayesian multiperiod forecasts for ARX models
Liu, Shu-Ing - In: Annals of the Institute of Statistical Mathematics 47 (1995) 2, pp. 211-224
Persistent link: https://www.econbiz.de/10005395514
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Trend in correlated proportions
Gibbons, Robert; Bock, R. - In: Psychometrika 52 (1987) 1, pp. 113-124
Persistent link: https://www.econbiz.de/10005381639
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