Z Hajirahimi, M Khashei - Neural Processing Letters, 2023 - Springer
Modeling and forecasting are impressive and active research areas, which have been widely used in diverse theoretical and practical applications, successfully. Accuracy is the …
R Zhou, J Liu, S Kumar… - IEEE Transactions on …, 2020 - ieeexplore.ieee.org
The vector autoregressive (VAR) models provide a significant tool for multivariate time series analysis. Owing to the mathematical simplicity, existing works on VAR modeling are rigidly …
JP Weerasingha, YM Bandara… - International Journal of …, 2023 - Taylor & Francis
The gains from international supply chains are highly affected by the exchange rate fluctuations in the foreign exchange market. Traditional forecasting methods have not been …
N Aunsri, P Taveeapiradeecharoen - IEEE Access, 2020 - ieeexplore.ieee.org
This paper presents macroeconomic forecasting by using a time-varying Bayesian compressed vector autoregression approach. We apply a random compression by using …
P Taveeapiradeecharoen, N Aunsri - Wireless Personal Communications, 2020 - Springer
Economic and financial data is extremely volatile relative to the others especially in the time series data. Foreign Exchange market or forex data is one among the others. Despite the …
R Zhou, J Liu, S Kumar… - ICASSP 2021-2021 IEEE …, 2021 - ieeexplore.ieee.org
The vector autoregressive (VAR) models provide a significant tool for multivariate time series analysis. Most existing works on VAR modeling are based on the multivariate Gaussian …
P Taveeapiradeecharoen, N Aunsri - Wireless Personal Communications, 2020 - Springer
This paper aims to investigate the identification of sectors of stock exchange that were positively or negatively driven by fundamental monetary tools. A Bayesian approach for …
In the traditional time series modeling and portfolio design, the data is usually conveniently assumed to follow the multivariate Gaussian distribution. But it has been empirically …