Autoregressive model

Results: 523



#Item
51Mathematical finance / Stochastic volatility / Volatility / BlackScholes model / Convexity / Futures contract / Autoregressive conditional heteroskedasticity / Stochastic process / Convex function / Convex set

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
52Ensemble 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

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
53Time 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

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
54Machine learning / Cheminformatics / Computational chemistry / Drug discovery / Medicinal chemistry / Quantitative structureactivity relationship / Test set / Autoregressive model / Validation / Economic model / Prediction

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
55Machine learning / Computational statistics / Statistical inference / Regression analysis / Model selection / Cross-validation / Bootstrapping / Bootstrap aggregating / Logistic regression / Overfitting / Statistics / Autoregressive model

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
56Economy / Mathematical finance / Finance / Money / Price of oil / SEEC / Autoregressive conditional heteroskedasticity / Capital asset pricing model / Volatility / Energy industry

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
57Statistical forecasting / Time series analysis / Forecasting / Time series models / Monetary policy / Autoregressive model / Random walk / Factor analysis

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
58Model 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

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
59Statistical forecasting / Time series analysis / Forecasting / Economic forecasting / Forecast error / Autoregressive model / Macroeconomic model / Tracking signal / Mean Directional Accuracy

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
60Noise / Time series models / Conservation laws / Physical quantities / Fixed income market / Autoregressive model / Momentum / Yield curve / Economic model

Microsoft Word - Abstract Jin-Chuan Duan.docx

Add to Reading List

Source URL: www.istfin.eco.usi.ch

Language: English
UPDATE