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Autoregressive model
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51	General Properties of Option Prices Yaacov Z. Bergman1 , Bruce D. Grundy2 and Zvi Wiener3 Forthcoming: The Journal of Finance First Draft: February 1995 Current Draft: January Add to Reading List Source URL: pluto.mscc.huji.ac.il Language: English - Date: 2014-02-02 05:57:49 Mathematical finance Stochastic volatility Volatility BlackScholes model Convexity Futures contract Autoregressive conditional heteroskedasticity Stochastic process Convex function Convex set
52	JMLR: Workshop and Conference Proceedings 39:360–370, 2014 ACML 2014 Ensembles for Time Series Forecasting Mariana Oliveira Add to Reading List Source URL: jmlr.org Language: English - Date: 2015-02-16 03:19:49 Ensemble learning Time series models Statistical forecasting Time series analysis Econometrics Forecasting Random subspace method Autoregressive integrated moving average Random forest Time series Autoregressive model Regression analysis
53	Modeling and Forecasting Cointegrated Variables: Some Practical Experience Timothy A. Duy* and Mark A. Thoma Although the issue of identifying cointegrating relationships between time-series variables has become increasi Add to Reading List Source URL: pages.uoregon.edu Language: English - Date: 2009-07-22 15:59:27 Time series models Econometrics Time series analysis Mathematical finance Regression analysis Error correction model Vector autoregression Cointegration Economic model Forecasting Macroeconomic model Autoregressive integrated moving average
54	Characterization and Application of an External Validation Set for Salmonella Mutagenicity (Q)SAR Models Using Structural Fingerprints of Known Toxicophores Abstract # 791 Naomi L. Kruhlak1, Kevin P. Cross2, Barbara L. Add to Reading List Source URL: www.leadscope.com Language: English - Date: 2015-11-13 06:28:16 Machine learning Cheminformatics Computational chemistry Drug discovery Medicinal chemistry Quantitative structureactivity relationship Test set Autoregressive model Validation Economic model Prediction
55	IEEE TRANSACTIONS ON SOFTWARE ENGINEERING 1 An Empirical Comparison of Model Validation Techniques for Defect Prediction Models Add to Reading List Source URL: chakkrit.com Language: English - Date: 2016-08-10 02:46:52 Machine learning Computational statistics Statistical inference Regression analysis Model selection Cross-validation Bootstrapping Bootstrap aggregating Logistic regression Overfitting Statistics Autoregressive model
56	Global oil prices and Chinese energy and resource stocks Add to Reading List Source URL: www.seec.surrey.ac.uk Language: English - Date: 2011-01-19 10:14:33 Economy Mathematical finance Finance Money Price of oil SEEC Autoregressive conditional heteroskedasticity Capital asset pricing model Volatility Energy industry
57	U:MDLECR.4-ISSUESLECR-0(0)LECR944467.DVI Add to Reading List Source URL: www.ssc.wisc.edu Language: English - Date: 2014-11-21 10:36:19 Statistical forecasting Time series analysis Forecasting Time series models Monetary policy Autoregressive model Random walk Factor analysis
58	Visual Analytics for Development and Evaluation of Order Selection Criteria for Autoregressive Processes ¨ ¨ Thomas Lowe Student Member, IEEE, Emmy-Charlotte Forster Add to Reading List Source URL: graphics.tu-bs.de Language: English - Date: 2015-10-22 08:45:41 Model selection Time series analysis Signal processing Statistical models Noise Akaike information criterion HannanQuinn information criterion Bayesian information criterion Autoregressive model Predictive analytics Unit root Autocorrelation
59	CENTRAL BANK OF ICELAND WORKING PAPERS No. 39 Accuracy in forecasting macroeconomic variables in Iceland by Add to Reading List Source URL: www.cb.is Language: English - Date: 2015-06-04 05:44:27 Statistical forecasting Time series analysis Forecasting Economic forecasting Forecast error Autoregressive model Macroeconomic model Tracking signal Mean Directional Accuracy
60	Microsoft Word - Abstract Jin-Chuan Duan.docx Add to Reading List Source URL: www.istfin.eco.usi.ch Language: English Noise Time series models Conservation laws Physical quantities Fixed income market Autoregressive model Momentum Yield curve Economic model