| Short-term wind speed and power forecasting using an ensemble of mixture density neural networks Z Men, E Yee, FS Lien, D Wen, Y Chen Renewable Energy 87, 203-211, 2016 | 154 | 2016 |
| Bayesian analysis of asymmetric stochastic conditional duration model Z Men, AW Kolkiewicz, TS Wirjanto Journal of Forecasting 34 (1), 36-56, 2015 | 15 | 2015 |
| Comparison of asymmetric stochastic volatility models under different correlation structures Z Men, D McLeish, AW Kolkiewicz, TS Wirjanto Journal of Applied Statistics 44 (8), 1350-1368, 2017 | 13 | 2017 |
| Ensemble nonlinear autoregressive exogenous artificial neural networks for short‐term wind speed and power forecasting Z Men, E Yee, FS Lien, Z Yang, Y Liu International Scholarly Research Notices 2014 (1), 972580, 2014 | 13 | 2014 |
| Bayesian inference of asymmetric stochastic conditional duration models Z Men, AW Kolkiewicz, TS Wirjanto Journal of Statistical Computation and Simulation 86 (7), 1295-1319, 2016 | 12 | 2016 |
| Threshold Stochastic Conditional Duration Model for Financial Transaction Data Z Men, TS Wirjanto, AW Kolkiewicz Journal of Risk and Financial Management, 2019 | 9* | 2019 |
| Bayesian analysis of a threshold stochastic volatility model TS Wirjanto, AW Kolkiewicz, Z Men Journal of Forecasting 35 (5), 462-476, 2016 | 8 | 2016 |
| Bayesian inference for stochastic volatility models Z Men University of Waterloo, 2012 | 8 | 2012 |
| Extreme value importance sampling for rare event risk measurement DL McLeish, Z Men Innovations in Quantitative Risk Management: TU München, September 2013, 317-335, 2015 | 4 | 2015 |
| Bootstrapped multi-model neural-network super-ensembles for wind speed and power forecasting Z Men, E Yee, FS Lien, H Ji, Y Liu Energy and Power Engineering 6 (11), 340-348, 2014 | 4 | 2014 |
| Stochastic conditional duration models with mixture processes TS Wirjanto, AW Kolkiewicz, Z Men SSRN, 2015 | 3 | 2015 |
| A new variant of estimation approach to asymmetric stochastic volatility model Z Men, TS Wirjanto Quantitative Finance and Economics 2 (2), 325-347, 2018 | 2 | 2018 |
| A multiscale stochastic conditional duration model Z Men, TS Wirjanto, AW Kolkiewicz Annals of Financial Economics 11 (04), 1650020, 2016 | 2 | 2016 |
| Multiscale stochastic volatility model with heavy tails and leverage effects Z Men, TS Wirjanto, AW Kolkiewicz Journal of Risk and Financial Management 14 (5), 225, 2021 | 1 | 2021 |
| Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions Z Men, TS Wirjanto, AW Kolkiewicz Communications in Statistics-Simulation and Computation 45 (9), 3128-3148, 2016 | | 2016 |
| Research Article Ensemble Nonlinear Autoregressive Exogenous Artificial Neural Networks for Short-Term Wind Speed and Power Forecasting Z Men, E Yee, FS Lien, Z Yang, Y Liu | | |
Tony S. WirjantoDepartment of Statistics & Actuarial Science, University of Waterloo在 uwaterloo.ca 的电子邮件经过验证
