Gael M. Martin
- Forecasting: theory and practice
2022/01/01 by Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +87 · 11 citations
Decision Sciences · Engineering · #Energy Load and Power Forecasting #Forecasting Techniques and Applications #Stock Market Forecasting Methods
- Bayesian Forecasting in Economics and Finance: A Modern Review
2022/12/07 by Gael M. Martin, Martin, Gael M., David T. Frazier +15 · 3 citations
Decision Sciences · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME)
- Focused Bayesian Prediction
2019/12/29 by Ruben Loaiza‐Maya, Rubén Loaiza‐Maya, Loaiza-Maya, Ruben +4 · 2 citations
Computer Science · Decision Sciences · Mathematics · #Applications (stat.AP) #FOS: Computer and information sciences #FOS: Economics and business #General Economics (econ.GN) #Methodology (stat.ME)
- Optimal probabilistic forecasts for risk management
2023/03/03 by Yuru Sun, Sun, Yuru, Worapree Maneesoonthorn +5 · 1 citation
Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact
- Solving the Forecast Combination Puzzle
2023/08/10 by David T. Frazier, Frazier, David T., Ryan Covey +5 · 1 citation
Decision Sciences · Economics, Econometrics and Finance · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Monetary Policy and Economic Impact
- ABC-based Forecasting in State Space Models
2023/11/02 by Chaya Weerasinghe, Weerasinghe, Chaya, Rubén Loaiza‐Maya +5 · 1 citation
Computer Science · Mathematics · #Machine Learning and Algorithms #Markov Chains and Monte Carlo Methods #Target Tracking and Data Fusion in Sensor Networks