Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2022 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas
| Theory and Applications of Time Series Analysis : Selected Contributions from ITISE 2022 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas |
| Autore | Valenzuela Olga |
| Edizione | [1st ed. 2023.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 |
| Descrizione fisica | 1 online resource (236 pages) |
| Disciplina | 519.55 |
| Altri autori (Persone) |
RojasFernando
HerreraLuis Javier PomaresHéctor RojasIgnacio |
| Collana | Contributions to Statistics |
| Soggetto topico |
Time-series analysis
Econometrics Statistics Computer science - Mathematics Mathematical statistics Time Series Analysis Statistics in Business, Management, Economics, Finance, Insurance Statistics in Engineering, Physics, Computer Science, Chemistry and Earth Sciences Applied Statistics Probability and Statistics in Computer Science Econometria Estadística matemàtica |
| Soggetto genere / forma | Llibres electrònics |
| ISBN |
9783031402098
303140209X |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | Theoretical Aspects of Time Series -- Econometrics -- Time Series Analysis Applications -- Time Series Forecasting -- Time Series Forecasting. |
| Record Nr. | UNINA-9910760249503321 |
Valenzuela Olga
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| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2023 | ||
| Lo trovi qui: Univ. Federico II | ||
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Time Series Analysis and Forecasting : Selected Contributions from ITISE 2023 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas
| Time Series Analysis and Forecasting : Selected Contributions from ITISE 2023 / / edited by Olga Valenzuela, Fernando Rojas, Luis Javier Herrera, Héctor Pomares, Ignacio Rojas |
| Autore | Valenzuela Olga |
| Edizione | [1st ed. 2025.] |
| Pubbl/distr/stampa | Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 |
| Descrizione fisica | 1 online resource (503 pages) |
| Disciplina | 519.55 |
| Altri autori (Persone) |
RojasFernando
HerreraLuis Javier PomaresHéctor RojasIgnacio |
| Collana | Contributions to Statistics |
| Soggetto topico |
Time-series analysis
Econometrics Statistics Computer science - Mathematics Mathematical statistics Time Series Analysis Statistics in Business, Management, Economics, Finance, Insurance Probability and Statistics in Computer Science |
| ISBN | 3-031-69750-2 |
| Formato | Materiale a stampa |
| Livello bibliografico | Monografia |
| Lingua di pubblicazione | eng |
| Nota di contenuto | - Part I Advanced Econometric Methods -- Banking sector development and economic growth in developing countries. Does the change in the shadow economy matter? A Nonlinear Panel ARDL -- Improving the prediction of Norwegian household consumption by adjusting for temporary fluctuations in dividend income -- Inflation expectations change during the pre-war and war period. A comparison of Ukraine and neighboring economies -- Analysis of diversification in investment portfolios Return and Risk for different time horizons -- Economic Diversity and the Dutch Disease in Angola -- Part II Artificial Intelligence and Time Series -- Increasing the Performance and Plausibility of Machine Learning via Data Analysis Techniques -- Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning -- Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-distributed Errors -- Forecasting of the F10.7 solar radio index: A Multivariate Deep Learning Approach -- Part III Financial Forecasting and Risk Analysis -- Risk-adjusted Returns of Croatian Largest Manufacturers and Their Determinants -- Usage of portfolio replication in non-life insurance -- Encoding Stock Returns Relationships via Latent Embeddings for Enhanced Portfolio Optimization -- A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks -- Volatility-inspired σ-LSTM cell -- Part IV Theoretical Aspects of Time Series -- Bayesian Analysis of Systemic Risks Distributions -- Empirical function-based time series analysis for high-dimensional ground motion data: A focus on nonstationary and nonlinear phenomena -- Extended Research on Categorical Data Encoding Techniques for Recursive Multi-Step Prediction of Vessel Trajectory -- Part V Time Series Analysis Applications -- Predicting Safety- Critical Events in Traffic Flow Based on Time-Series -- Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices -- Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model. |
| Record Nr. | UNINA-9911018749503321 |
Valenzuela Olga
|
||
| Cham : , : Springer Nature Switzerland : , : Imprint : Springer, , 2025 | ||
| Lo trovi qui: Univ. Federico II | ||
| ||