perimenopause 发表于 2025-3-25 03:48:49
Inference in a Non-Homogeneous Vasicek Type Model,e deterministic time-dependent functions. The stochastic inference based on discrete sampling in time is established using a methodology based on the moments of the stochastic process. In order to evaluate the goodness of the proposed methodology a simulation study is discussed.HUMP 发表于 2025-3-25 11:01:59
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Combining Multivariate Volatility Models,adaily returns. Examples of the former are the Multivariate GARCH (MGARCH) models while models fitted to Realized Covariance (RC) matrices are examples of the latter. A second option, strictly related to the RC matrices, is given by the identification of the frequency at which the intradaily returns慌张 发表于 2025-3-25 23:26:44
Automatic Detection and Imputation of Outliers in Electricity Price Time Series,reme prices. The present study relates to a method for automatically determining and replacing outliers. The core of our method is the construction of a reference time series through the rolling decomposition into trend-cycle and seasonal components of the original time series. Deviations of residuaDEAWL 发表于 2025-3-26 02:37:34
Bayesian Factorization Machines for Risk Management and Robust Decision Making, the past, can be made with more confidence than others, that correspond to more innovative strategies. Selecting a few relevant features of the predicted probability distribution leads to a . problem, and the Pareto front contains the most interesting media plans. Using expected return and standardLAIR 发表于 2025-3-26 07:34:58
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The Bank Tailored Integrated Rating,Mantovani et al., Int Res J Appl Finance IV:458–489, 2013 and Mantovani et al., J Bus Econ Finance 3:18–49, 2014 regarding the heterogeneity risk analysis in corporate firms), named bank tailored integrated rating (BTIR). The approach is inherently coherent with the challenging frontier of forecasti门闩 发表于 2025-3-26 15:57:24
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