Results 111 to 120 of about 1,433 (209)

A survey of multivariate GARCH models

, 2008
Bu çalışma çok değişkenli GARCH literatüründeki son gelişmeleri incelemiştir. En yaygın çok değişkenli GARCH modelleri ve bunların özellikleri kısaca sunulmuştur.
openaire   +2 more sources

Hybrid time series and machine learning models for forecasting cardiovascular mortality in India: an age specific analysis. [PDF]

BMC Public Health
Teja MD, Rayalu GM.
europepmc   +1 more source

Perception and Prediction of Factors Influencing Carbon Price: Multisource, Spatiotemporal, Hierarchical Federated Learning Framework with Cross-Modal Feature Fusion. [PDF]

Sensors (Basel)
Wang P, Zhou X.
europepmc   +1 more source

Multistep Predictions from Multivariate ARMA-GARCH Models and their Value for Portfolio Management

, 2009
Jaroslava Hlouskova, Kurt Schmidheiny, Martin Wagner   +2 more
openalex   +2 more sources

Recurrent Neural Network GO-GARCH Model for Portfolio Selection. [PDF]

J Time Ser Econom
Burda M, Schroeder AK.
europepmc   +1 more source

Evaluation of multivariate GARCH models in an optimal asset allocation framework

, 2018
Nor Syahilla Abdul Aziz, Spyridon D. Vrontos, Haslifah Mohamad Hasim   +2 more
openalex   +2 more sources

Oil-Price Volatility and Macroeconomic Spillovers in Central and Eastern Europe: Evidence from a Multivariate GARCH Model [PDF]

, 2015
Scott W. Hegerty
openalex   +1 more source

Selected Topics in Time Series Forecasting: Statistical Models vs. Machine Learning. [PDF]

Entropy (Basel)
Tjøstheim D.
europepmc   +1 more source

Multivariate GARCH and dynamic copula models for financial time series

, 2014
Martin Grziska
openalex   +2 more sources

Climate variability, population growth, and globalization impacting food security in Pakistan. [PDF]

Sci Rep
Abbas S, Haider A, Kousar S, Lu H, Lu S, Liu F, Li H, Miao C, Feng W, Ahamad MI, Mehmood MS, Zulqarnain RM.   +11 more
europepmc   +1 more source