Research Methodology is meant to provide a broad guideline to facilitate and steer the whole of a research activity in any discipline. With the ambit and amount of research …
X Yu, Z Chen, Y Ling, S Dong, Z Liu, Y Lu - arXiv preprint arXiv …, 2023 - arxiv.org
This paper presents a novel study on harnessing Large Language Models'(LLMs) outstanding knowledge and reasoning abilities for explainable financial time series …
The book describes the use of smoothing techniques in statistics, including both density estimation and nonparametric regression. Considerable advances in research in this area …
Amongmanyexcitingdevelopmentsinstatistic…, nonlineartimeseriesanddata- analyticnonparametricmethodshavegreatly advanced along seemingly unrelated paths. In …
H Lütkepohl - 2004 - dspace.kottakkalfarookcollege.edu …
Time series econometrics is a rapidly evolving field. Particularly, the cointegration revolution has had a substantial impact on applied analysis. Hence, no textbook has managed to cover …
Although many of the models commonly used in empirical finance are linear, the nature of financial data suggests that non-linear models are more appropriate for forecasting and …
In the last ten years, there has been increasing interest and activity in the general area of partially linear regression smoothing in statistics. Many methods and techniques have been …
Z Cai, J Fan, Q Yao - Journal of the American Statistical Association, 2000 - Taylor & Francis
The local linear regression technique is applied to estimation of functional-coefficient regression models for time series data. The models include threshold autoregressive …
R Weron, A Misiorek - International journal of forecasting, 2008 - Elsevier
This empirical paper compares the accuracy of 12 time series methods for short-term (day- ahead) spot price forecasting in auction-type electricity markets. The methods considered …