Search Results - subject:"sparse-data"

Functional location-scale models with robust observation-driven dynamics

Lin, Yicong; Lucas, André - 2025

method can recover the unobserved location-scale dynamics from sparse data, even in the presence of model mis …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015373863

Functional location-scale models with robust observation-driven dynamics

Lin, Yicong; Lucas, André - 2025

method can recover the unobserved location-scale dynamics from sparse data, even in the presence of model mis …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015394950

Common factors in the profitability of energy firms

Joaqui-Barandica, Orlando; Manotas-Duque, Diego F.; … - In: The energy journal 46 (2025) 2, pp. 171-200

Persistent link: https://ebvufind01.dmz1.zbw.eu/10015359744

Finding hidden structure of sparse longitudinal data via functional eigenfunctions

Kim, Jong-Min; Hwang, Sun Young - In: Applied economics letters 31 (2024) 12, pp. 1142-1149

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014558735

Employing singular value decomposition and similarity criteria for alleviating cold start and sparse data in context-aware recommender systems

Rodpysh, Keyvan Vahidy; Mirabedini, Javad; Banirostam, … - In: Electronic commerce research 23 (2023) 2, pp. 681-707

Persistent link: https://ebvufind01.dmz1.zbw.eu/10014251912

A novel recommendation model for online-to-offline service based on the customer network and service location

Pan, Yuchen; Wu, Desheng Dash - In: Journal of management information systems : JMIS 37 (2020) 2, pp. 563-593

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012262567

Estimating flexible route choice models using sparse data

Fadaei Oshyani, Masoud; Sundberg, Marcus; Karlström, Anders - CTS - Centre for Transport Studies Stockholm (KTH and VTI) - 2013

different applications, it is important to predict the continuation of an observed path, and also, given sparse data, predict …

Persistent link: https://ebvufind01.dmz1.zbw.eu/10010762012

Approximating risk-free curves in sparse data environments

Merwe, C. J. van der; Heyman, Dries; De Wet, Tertius - In: Finance research letters 26 (2018), pp. 112-118

Persistent link: https://ebvufind01.dmz1.zbw.eu/10012005601

Structural forecasts for marketing data

Allenby, Greg M. - In: International journal of forecasting 33 (2017) 2, pp. 433-441

Persistent link: https://ebvufind01.dmz1.zbw.eu/10011922147

Estimation of the Semiparametric Factor Model: Application to Modelling Time Series of Electricity Spot Prices.

Liebl, Dominik - Volkswirtschaftliche Fakultät, … - 2010

Classical univariate and multivariate time series models have problems to deal with the high variability of hourly electricity spot prices. We propose to model alternatively the daily mean electricity supply functions using a dynamic factor model. And to derive, subsequently, the hourly...

Persistent link: https://ebvufind01.dmz1.zbw.eu/10008728079