Results 91 to 100 of about 367 (185)

Forecasting commodity prices: empirical evidence using deep learning tools. [PDF]

Ann Oper Res, 2023
Ben Ameur H, Boubaker S, Ftiti Z, Louhichi W, Tissaoui K.   +4 more
europepmc   +1 more source

Pandemic episodes, CO₂ emissions and global temperatures. [PDF]

Theor Appl Climatol, 2022
Monge M, Gil-Alana LA.
europepmc   +1 more source

On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis. [PDF]

Resour Policy, 2022
Bejaoui A, Mgadmi N, Moussa W.
europepmc   +1 more source

ARFIMA model applied to Malaysian stock market

Communications in Mathematical Biology and Neuroscience, 2022
openaire   +1 more source

Forecasting the Romanian Unemployment Rate in Time of Health Crisis-A Univariate vs. Multivariate Time Series Approach. [PDF]

Int J Environ Res Public Health, 2021
Davidescu AA, Apostu SA, Marin A.
europepmc   +1 more source

Normalizing Logarithms Of Realized Volatility In An Arfima Model

, 2016
Modelling realized volatility with high-frequency returns is popular as it is an unbiased and efficient estimator of return volatility. A computationally simple model is fitting the logarithms of the realized volatilities with a fractionally integrated long-memory Gaussian process.
openaire   +1 more source

Estimating Permutation Entropy Variability via Surrogate Time Series. [PDF]

Entropy (Basel), 2022
Ricci L, Perinelli A.
europepmc   +1 more source

Application of an ARFIMA Model to Estimate Hepatitis C Epidemics in Henan, China. [PDF]

Am J Trop Med Hyg
Wang Y, Liang Z, Qing S, Liu X, Xu C.
europepmc   +1 more source

NEO: NEuro-Inspired Optimization-A Fractional Time Series Approach. [PDF]

Front Physiol, 2021
Chatterjee S, Das S, Pequito S.
europepmc   +1 more source

Tracking progress towards Sustainable Development Goal 3.2 in Kenya using time series models. [PDF]

BMJ Glob Health
Dlamini WJ, Melesse SF, Mwambi HG.
europepmc   +1 more source