No. 37-8, December 2018
Index
- Benchmark dataset for mid‐price forecasting of limit order book data with machine learning methods
- Forecasting electricity spot price for Nord Pool market with a hybrid k‐factor GARMA–LLWNN model
- Issue Information
- Understanding the interplay between covariance forecasting factor models and risk‐based portfolio allocations in currency carry trades
- Value‐at‐risk under market shifts through highly flexible models
- Volatility forecasting of crude oil market: A new hybrid method