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~type:"book"
~accessRights:"free"
~language:"eng"
~language:"hrv"
~language:"deu"
~isPartOf:"Working papers"
~subject:"Prognoseverfahren"
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Prognoseverfahren
Theorie
464
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Estimation
173
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Mexico
130
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130
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117
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Ślepaczuk, Robert
15
Chlebus, Marcin
9
Capistrán Carmona, Carlos
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Ravazzolo, Francesco
6
Dijk, Herman K. van
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Gallo, Giampiero M.
3
Ramos-Francia, Manuel
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Sakowski, Paweł
3
Timmermann, Allan
3
Afonso, António
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Benavides, Guillermo
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Billio, Monica
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Camilleri, Gilmour
2
Dionne, Georges
2
Engle, Robert F.
2
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2
Grassi, Stefano
2
Guégan, Dominique
2
Hassani, Samir Saissi
2
Ibarra-Ramírez, Raúl
2
Lee, Kevin C.
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Michańków, Jakub
2
Otranto, Edoardo
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Woźniak, Michał
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Abudu, Bolanle
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Aiolfi, Marco
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NBER working paper series
253
NBER Working Paper
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Working paper
190
Discussion paper / Tinbergen Institute
169
ECB Working Paper
169
Working paper series / European Central Bank
158
IMF working papers
134
Working paper / Department of Econometrics and Business Statistics, Monash University
126
CESifo working papers
119
CREATES research paper
98
Econometric Institute research papers
94
Working paper / National Bureau of Economic Research, Inc.
91
Finance and economics discussion series
84
Tinbergen Institute Discussion Paper
78
CESifo Working Paper
70
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
68
CAMA working paper series
66
Discussion paper
66
IMF Working Paper
66
Federal Reserve Bank of Cleveland working paper series
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62
SFB 649 discussion paper
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54
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46
FEDS Working Paper
45
Staff working paper / Bank of Canada
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Cambridge working papers in economics
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International finance discussion papers
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38
Department of Economics working paper series
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37
SFB 649 Discussion Paper
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ECONIS (ZBW)
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Supervised autoencoder MLP for financial time series forecasting
Bieganowski, Bartosz
;
Ślepaczuk, Robert
-
2024
Persistent link: https://www.econbiz.de/10014507808
Saved in:
2
How stable and predictable are welfare estimates using recreation demand models?
Lloyd-Smith, Patrick
;
Zawojska, Ewa
-
2024
Persistent link: https://www.econbiz.de/10014507825
Saved in:
3
Modeling and evaluating conditional quantile dynamics in VaR forecasts
Cipollini, Fabrizio
;
Gallo, Giampiero M.
;
Palandri, …
-
2023
-
Prima edizione
Persistent link: https://www.econbiz.de/10014321854
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4
Optimal markowitz portfolio using returns forecasted with time series and machine learning models
Ślusarczyk, Damian
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014446491
Saved in:
5
Ensembling ARIMAX model in algorithmic investment strategies on commodities market
Jakubowski, Paweł
;
Ślepaczuk, Robert
;
Windorbski, …
-
2023
Persistent link: https://www.econbiz.de/10014448210
Saved in:
6
Mean absolute directional loss as a new loss function for machine learning problems in algorithmic investment strategies
Michańków, Jakub
;
Sakowski, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448222
Saved in:
7
Hedging properties of algorithmic investment strategies using long short-term memory and time series models for equity indices
Michańków, Jakub
;
Sakowsk, Paweł
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448237
Saved in:
8
Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil
;
Ślepaczuk, Robert
-
2023
Persistent link: https://www.econbiz.de/10014448266
Saved in:
9
Using skewed exponential power mixture for VaR and CVaR forecasts to comply with market risk regulation
Hassani, Samir Saissi
;
Dionne, Georges
-
2023
Persistent link: https://www.econbiz.de/10014232280
Saved in:
10
How well can experts predict farmers' choices in risky gambles?
Schaak, Henning
;
Rommel, Jens
;
Sagebiel, Julian
; …
-
2023
Persistent link: https://www.econbiz.de/10014305725
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