Sökresultat - "mixed frequency data"

A Functional Data Analysis Framework Incorporating Derivative Information and Mixed-Frequency Data for Predictive Modeling of Crude Oil Price

Tao, Z., Wang, M., Liu, J., Wang, P.

Real-Time Forecasting Using Mixed Frequency Time-Series Data

Khayati, Armin, Taheri, Mohammad, Ziarati, Koorush

2024 14th International Conference on Computer and Knowledge Engineering (ICCKE)

Modelling Mixed-Frequency Time Series with Structural Change

Glova, Adrian Matthew G., Barrios, Erniel B.^{Aff1, IDs10614024106728_cor1}

Mixed frequency data and portfolio selection: A novel approach integrating DEA with mixed frequency data sources

Wang, Weiqing, Liang, Shuhao, Wang, Liukai^{Aff1, IDs10479025065294_cor1}, Xiong, Yu^{Aff2, IDs10479025065294_cor2}

Unleashing the Potential of Mixed Frequency Data: Measuring Risk with Dynamic Tail Index Regression Model: Unleashing the Potential of Mixed Frequency Data...

An, Hongyu, Tian, Boping^{Aff1, IDs10614024105927_cor1}

Nowcasting Monthly Chinese GDP with Mixed Frequency Data: A Model Averaging Approach: Nowcasting Monthly Chinese GDP with Mixed...

Zhang, Shuqin, Li, Zhuoya, Jing, Lijiao, Li, Xinmin^{Aff1, IDs10614025108511_cor1}

Integrating IoT data and reinforcement learning for adaptive macroeconomic policy optimization

Cong Peng, Yongshan Zhang, Liheng Jiang

electronic resource

Visa; Visa

Aggregate Learning for Mixed Frequency Data

Toda, Takamichi, Moriwaki, Daisuke, Ota, Kazuhiro

2022 IEEE International Conference on Big Data (Big Data)

Incorporating short data into large mixed-frequency vector autoregressions for regional nowcasting

Koop, Gary, McIntyre, Stuart, Mitchell, James, Poon, Aubrey, 1987, Wu, Ping

print

A Novel Discriminative Dictionary Pair Learning Constrained by Ordinal Locality for Mixed Frequency Data Classification

Yu, H., Yang, Q., Wang, G., Xie, Y.

Indirect estimation of the monthly transport turnover indicator in Italy

Guardabascio, Barbara^{Aff1, IDs00181024025716_cor1}, Moauro, Filippo, Mosley, Luke

Integrating Weather Conditions to Forecast the Electricity Price in Belgium Market: A Novel Mixed-Frequency Machine Learning Algorithm

Du, Xiaoxu, Cai, Yi^{Aff2, IDs1142402435037_cor2}, Tang, Zhenpeng

A Novel Discriminative Dictionary Pair Learning Constrained by Ordinal Locality for Mixed Frequency Data Classification : Extended abstract

Yu, Hong, Yang, Qian, Wang, Guoyin, Xie, Yongfang

2023 IEEE 39th International Conference on Data Engineering (ICDE)

Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data

Wang, Jie ^a, Hu, Jiukai ^b, Yu, Bo ^{c, ⁎}

Forecasting Value-at-Risk and Expected Shortfall using penalized quantile regressions with mixed-frequency data

Li, Lu, Li, Degao, Liu, Li, Tang, Linjun ^⁎

A novel probabilistic carbon price prediction model: Integrating the transformer framework with mixed-frequency modeling at different quartiles

Ji, Mingyang ^a, Du, Juntao ^a, Du, Pei ^{b, ⁎}, Niu, Tong ^c, Wang, Jianzhou ^d

A multi-objective ensemble prediction model for interval-valued carbon price based on mixed-frequency data and sub-model selection

Liu, Jinpei ^{a, b}, Wang, Jiaqi ^a, Zhao, Xiaoman ^{a, ⁎}, Tao, Zhifu ^b

Hierarchical framework for predictive maintenance of coking risk in fluid catalytic cracking units: A data and knowledge-driven method

Liu, Nan ¹, Zhu, Chunmeng ^{1, 2}, Li, Zeng ¹, Zhao, YunPeng ¹, Shi, Xiaogang ¹, Lan, Xingying ^{1, 2, ⁎}

Forecasting GDP with Many Predictors Using Sparse-Group LASSO MIDAS

Siwasarit, Wasin^Aff10

Kacprzyk, Janusz, Series Editor^Aff1, Novikov, Dmitry A., Editorial Board Member^Aff2, Shi, Peng, Editorial Board Member^Aff3, Cao, Jinde, Editorial Board Member^Aff4, Polycarpou, Marios, Editorial Board Member^Aff5, Pedrycz, Witold, Editorial Board Member^Aff6, Kreinovich, Vladik, editor^Aff7, Yamaka, Woraphon, editor^Aff8, Leurcharusmee, Supanika, editor^Aff9

VAR Models, Cointegration and Mixed-Frequency Data / Sebastian Ankargren.

Ankargren, Sebastian

Book , 2019