Subsampled factor models for asset pricing: The rise of Vasa.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1217, doi. 10.1002/for.2859
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- Publication type:
- Article
Works matching IS 02776693 AND DT 2022 AND VI 41 AND IP 6
Results: 11
1
2
Nowcasting world GDP growth with high‐frequency data.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1181, doi. 10.1002/for.2858
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- Publication type:
- Article
3
A novel robust structural quadratic forecasting model and applications.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1156, doi. 10.1002/for.2857
- Publication type:
- Article
4
A comparative study of combining tree‐based feature selection methods and classifiers in personal loan default prediction.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1248, doi. 10.1002/for.2856
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- Publication type:
- Article
5
Deep learning with regularized robust long‐ and short‐term memory network for probabilistic short‐term load forecasting.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1201, doi. 10.1002/for.2855
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- Publication type:
- Article
6
Distributional modeling and forecasting of natural gas prices.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1065, doi. 10.1002/for.2853
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- Publication type:
- Article
7
Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1049, doi. 10.1002/for.2851
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- Publication type:
- Article
8
Forecast evaluation of DSGE models: Linear and nonlinear likelihood.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1099, doi. 10.1002/for.2850
- Publication type:
- Article
9
Parallel architecture of CNN‐bidirectional LSTMs for implied volatility forecast.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1087, doi. 10.1002/for.2844
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- Publication type:
- Article
10
Issue Information.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1047, doi. 10.1002/for.2791
- Publication type:
- Article
11
Anticipating financial distress of high‐tech startups in the European Union: A machine learning approach for imbalanced samples.
- Published in:
- Journal of Forecasting, 2022, v. 41, n. 6, p. 1131, doi. 10.1002/for.2852
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- Publication type:
- Article