Julian Sieber
- Deep Learning based Forecasting: a case study from the online fashion industry
2023/05/23 by Manuel Kunz, Stefan Birr, Kunz, Manuel +31 · 1 voice · 4 citations
Computer Science · Decision Sciences · #Advanced Statistical Process Monitoring #Forecasting Techniques and Applications #cs.AI #cs.LG
- On the (Non-)Stationary Density of Fractional-Driven Stochastic Differential Equations
2022/04/13 by Xue-Mei Li, Fabien Panloup, Li, Xue-Mei +3 · 3 citations
Economics, Econometrics and Finance · #37A25 #60G22 #60H10 #FOS: Mathematics #Financial Risk and Volatility Modeling #Probability (math.PR) #Stochastic processes and financial applications
- Slow-fast systems with fractional environment and dynamics
2022/10/01 by Xue-Mei Li, Julian Sieber · 2 citations
Economics, Econometrics and Finance · Mathematics · #Mathematical Dynamics and Fractals #Stochastic processes and financial applications #Stochastic processes and statistical mechanics
- Causal Forecasting for Pricing
2023/12/23 by Douglas H. Schultz, Johannes Stephan, Schultz, Douglas +11 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Computer and information sciences #Forecasting Techniques and Applications #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Monetary Policy and Economic Impact #Statistical Methods and Inference