Modelling and Forecasting Financial Data - Studies in Computational Finance
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Published By Springer US

9781461353102, 9781461509318

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Optimal Model Size

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_20 ◽

2002 ◽

pp. 417-428

Author(s):

Jianming Ye

Keyword(s):

Optimal Model ◽

Model Size

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Analysis of Economic Delayed-Feedback Dynamics

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_16 ◽

2002 ◽

pp. 327-349 ◽

Cited By ~ 2

Author(s):

Henning U. Voss ◽

Jürgen Kurths

Keyword(s):

Delayed Feedback

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Testing Stationarity in Time Series

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_15 ◽

2002 ◽

pp. 303-325

Author(s):

Annette Witt ◽

Jürgen Kurths

Keyword(s):

Time Series

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Validation of Selected Global Models

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_14 ◽

2002 ◽

pp. 283-302 ◽

Cited By ~ 1

Author(s):

C. Letellier ◽

O. Ménard ◽

L. A. Aguirre

Keyword(s):

Global Models

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Local Polynomial Prediction and Volatility Estimation in Financial Time Series

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_6 ◽

2002 ◽

pp. 115-135 ◽

Cited By ~ 1

Author(s):

Zhan-Qian Lu

Keyword(s):

Time Series ◽

Financial Time Series ◽

Volatility Estimation ◽

Financial Time ◽

Local Polynomial

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Radial Basis Functions Networks

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_8 ◽

2002 ◽

pp. 159-178 ◽

Cited By ~ 1

Author(s):

A. Braga ◽

A. C. Carvalho ◽

T. Ludermir ◽

M. de Almeida ◽

E. Lacerda

Keyword(s):

Radial Basis Functions ◽

Basis Functions ◽

Radial Basis

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Introduction

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_1 ◽

2002 ◽

pp. 1-8

Author(s):

Abdol S. Soofi ◽

Liangyue Cao

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Kalman Filtering of Time Series Data

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_7 ◽

2002 ◽

pp. 137-157 ◽

Cited By ~ 3

Author(s):

David M. Walker

Keyword(s):

Time Series ◽

Kalman Filtering ◽

Time Series Data ◽

Series Data

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Canonical Variate Analysis and Its Applications to Financial Data

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_23 ◽

2002 ◽

pp. 467-481

Author(s):

Berndt Pilgram ◽

Peter Verhoeven ◽

Alistair Mees ◽

Michael McAleer

Keyword(s):

Canonical Variate Analysis ◽

Financial Data ◽

Canonical Variate ◽

Variate Analysis

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Nonlinear Forecasting of Noisy Financial Data

Modelling and Forecasting Financial Data - Studies in Computational Finance ◽

10.1007/978-1-4615-0931-8_22 ◽

2002 ◽

pp. 455-465 ◽

Cited By ~ 4

Author(s):

Abdol S. Soofi ◽

Liangyue Cao

Keyword(s):

Financial Data ◽

Nonlinear Forecasting

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Modelling and Forecasting Financial Data - Studies in Computational FinanceLatest Publications

TOTAL DOCUMENTS

H-INDEX

Published By Springer US

Optimal Model Size

Analysis of Economic Delayed-Feedback Dynamics

Testing Stationarity in Time Series

Validation of Selected Global Models

Local Polynomial Prediction and Volatility Estimation in Financial Time Series

Radial Basis Functions Networks

Introduction

Kalman Filtering of Time Series Data

Canonical Variate Analysis and Its Applications to Financial Data

Nonlinear Forecasting of Noisy Financial Data

Modelling and Forecasting Financial Data - Studies in Computational Finance
Latest Publications