Results 11 to 15 of about 16 (15)

BERT's sentiment score for portfolio optimization: a fine-tuned view in Black and Litterman model. [PDF]

Neural Comput Appl, 2022
Colasanto F, Grilli L, Santoro D, Villani G.   +3 more
europepmc   +1 more source

Skew selection for factor stochastic volatility models. [PDF]

J Appl Stat, 2020
Nakajima J.
europepmc   +1 more source

Portmanteau test statistics for seasonal serial correlation in time series models. [PDF]

Springerplus, 2016
Mahdi E.
europepmc   +1 more source

Mitigating the choice of the duration in DDMS models through a parametric link. [PDF]

J Appl Stat
Mendes FHPES, Turatti DE, Pumi G.
europepmc   +1 more source