Time Series Regression Modelling: Replication, Estimation and Aggregation through Maximum Entropy-Reference-Cited by-同舟云学术

登录注册会员服务联系我们

Time Series Regression Modelling: Replication, Estimation and Aggregation through Maximum Entropy

Published:2023-07-03 Issue: Volume: Page:
ISSN:
Container-title:ITISE 2023
language:
Short-container-title:

Author:

Duarte Jorge¹²,Costa Maria²^ORCID,Macedo Pedro²

Affiliation:

1. Faculty of Exact and Technological Sciences, University Púnguè, Bairro Heróis Moçambicanos, Chimoio 323, Mozambique

2. CIDMA—Center for Research and Development in Mathematics and Applications, Department of Mathematics, University of Aveiro, 3810-193 Aveiro, Portugal

Publisher

MDPI

Link

https://www.mdpi.com/2673-4591/39/1/39/pdf

Reference14 articles.

1. Ranking mutual funds using unconventional utility theory and stochastic dominance;Vinod;J. Emp. Financ.,2004

2. Maximum entropy ensembles for time series inference in economics;Vinod;J. Asian Econ.,2006

3. Valenzuela, O., Rojas, F., Pomares, H., and Rojas, I. (2019). Theory and Applications of Time Series Analysis, Springer.

4. Neagging: An aggregation procedure based on normalized entropy;Simos;Proceedings of the International Conference on Numerical Analysis and Applied Mathematics,2022

5. (2022, August 05). Energy Prices 2022. Available online: https://www.investing.com.

同舟云学术

1.学者识别学者识别

2.学术分析学术分析

3.人才评估人才评估

"同舟云学术"是以全球学者为主线，采集、加工和组织学术论文而形成的新型学术文献查询和分析系统，可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容，当前同舟云学术共收录了国内外主流学术期刊6万余种，收集的期刊论文及会议论文总量共计约1.5亿篇，并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询！咨询电话：010-8811{复制后删除}0370

www.globalauthorid.com

TOP