Penalized Averaging of Quantile Forecasts from GARCH Models with Many Exogenous Predictors.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 407, doi. 10.1007/s10614-022-10289-9
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- Publication type:
- Article
Works matching IS 09277099 AND DT 2023 AND VI 62 AND IP 1
Results: 17
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Portfolio Optimization Via Online Gradient Descent and Risk Control.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 361, doi. 10.1007/s10614-022-10284-0
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- Publication type:
- Article
3
Forecasting Forex Trend Indicators with Fuzzy Rough Sets.
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- Computational Economics, 2023, v. 62, n. 1, p. 229, doi. 10.1007/s10614-022-10281-3
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- Publication type:
- Article
4
A Deep Learning Based Numerical PDE Method for Option Pricing.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 149, doi. 10.1007/s10614-022-10279-x
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- Publication type:
- Article
5
Spatial Interactions and the Spread of COVID-19: A Network Perspective.
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- Computational Economics, 2023, v. 62, n. 1, p. 383, doi. 10.1007/s10614-022-10278-y
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- Publication type:
- Article
6
Exploring Uncertainty, Sensitivity and Robust Solutions in Mathematical Programming Through Bayesian Analysis.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 205, doi. 10.1007/s10614-022-10277-z
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- Publication type:
- Article
7
A Synthetic Data-Plus-Features Driven Approach for Portfolio Optimization.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 187, doi. 10.1007/s10614-022-10274-2
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- Publication type:
- Article
8
Predict Stock Prices Using Supervised Learning Algorithms and Particle Swarm Optimization Algorithm.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 165, doi. 10.1007/s10614-022-10273-3
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- Publication type:
- Article
9
Optimal Limit Order Book Trading Strategies with Stochastic Volatility in the Underlying Asset.
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- Computational Economics, 2023, v. 62, n. 1, p. 289, doi. 10.1007/s10614-022-10272-4
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- Publication type:
- Article
10
Modeling Tail Dependence Using Stochastic Volatility Model.
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- Computational Economics, 2023, v. 62, n. 1, p. 129, doi. 10.1007/s10614-022-10271-5
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- Publication type:
- Article
11
Ensuring Mutual Benefit in a Trans-boundary Industrial Pollution Control Problem.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 91, doi. 10.1007/s10614-022-10270-6
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- Publication type:
- Article
12
Spatio-Temporal Instrumental Variables Regression with Missing Data: A Bayesian Approach.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 29, doi. 10.1007/s10614-022-10269-z
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- Publication type:
- Article
13
A Multi-market Comparison of the Intraday Lead–Lag Relations Among Stock Index-Based Spot, Futures and Options.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 1, doi. 10.1007/s10614-022-10268-0
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- Publication type:
- Article
14
Reconstructing the Emergent Organization of Information Flows in International Stock Markets: A Computational Complex Systems Approach.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 49, doi. 10.1007/s10614-022-10267-1
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- Publication type:
- Article
15
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 325, doi. 10.1007/s10614-022-10257-3
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- Publication type:
- Article
16
Streaming Approach to Quadratic Covariation Estimation Using Financial Ultra-High-Frequency Data.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 463, doi. 10.1007/s10614-021-10210-w
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- Publication type:
- Article
17
Reinforcement Learning in Economics and Finance.
- Published in:
- Computational Economics, 2023, v. 62, n. 1, p. 425, doi. 10.1007/s10614-021-10119-4
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- Publication type:
- Article