Similar Search Results

Mixtures of t-distributions for finance and forecasting

Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2007

We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the...

Persistent link: https://www.econbiz.de/10009735358

Mixtures of t-distributions for finance and forecasting

Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - 2007

Persistent link: https://www.econbiz.de/10003556381

Mixtures of t-distributions for finance and forecasting

Giacomini, Raffaella; Gottschling, Andreas; Häfke, … - In: Journal of econometrics 144 (2008) 1, pp. 175-192

Persistent link: https://www.econbiz.de/10003723638

Are box office revenues equally unpredictable for all movies? : evidence from a random forest-based model

Antipov, Evengy A.; Pokryshevskaya, Elena B. - In: Journal of revenue and pricing management 16 (2017) 3, pp. 295-307

Persistent link: https://www.econbiz.de/10011912835

Forcasting time-dependent conditional densities : a semi-non-parametric neural network approach

Schittenkopf, Christian; Dorffner, Georg; Dockner, … - In: Journal of forecasting 19 (2000) 4, pp. 355-374

Persistent link: https://www.econbiz.de/10001504677

Using non-parametric search algorithm to forecast daily excess stock returns

Joseph, Nathan Lael; Brée, David S.; Kalyvas, Efstathios - In: Applications of artificial intelligence in finance and …, (pp. 93-125). 2004

Persistent link: https://www.econbiz.de/10002797260

Input space to neural network based load forecasters

Alves da Silva, Alexandre P.; Ferreira, Vitor H.; … - In: International journal of forecasting 24 (2008) 4, pp. 616-629

Persistent link: https://www.econbiz.de/10003808331

Non parametric regression methods and an application to Istanbul stock exchange 100 (ISE 100) index

İnce, Hüseyin - In: Yapı Kredı economic review : quarterly publ. of … 16 (2005) 1, pp. 17-28

Persistent link: https://www.econbiz.de/10003581245

Hybrid model using logit and nonparametric methods for predicting micro-entity failure

Blanco-Oliver, A.; Irimia-Dieguez, A.; Oliver-Alfonso, M. D. - In: Investment management and financial innovations 13 (2016) 3, pp. 35-46

Persistent link: https://www.econbiz.de/10011666564

Intelligent forecasting of economic growth for developing economies

Chuku, Chuku Agbai; Simpasa, Anthony Musonda; Oduor, Jacob - In: International economics : a journal published by CEPII … 159 (2019), pp. 74-93

Persistent link: https://www.econbiz.de/10012318821