Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 8, p. 832, doi. 10.1002/for.2544
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2018 AND VI 37 AND IP 8
Results: 6
1
2
Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 8, p. 852, doi. 10.1002/for.2543
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- Publication type:
- Article
3
Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 8, p. 805, doi. 10.1002/for.2505
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- Publication type:
- Article
4
Value‐at‐risk under market shifts through highly flexible models.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 8, p. 790, doi. 10.1002/for.2503
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- Publication type:
- Article
5
Volatility forecasting of crude oil market: A new hybrid method.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 8, p. 781, doi. 10.1002/for.2502
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- Publication type:
- Article
6
Issue Information.
- Published in:
- Journal of Forecasting, 2018, v. 37, n. 8, p. N.PAG, doi. 10.1002/for.2497
- Publication type:
- Article