Time Series Analysis and Forecasting Selected Contributions from ITISE 2023 /
This volume on the latest developments in the theory and applications of time series analysis and forecasting comprises a selection of refereed papers presented at the 9th International Conference on Time Series and Forecasting, ITISE 2023, held in Gran Canaria, Spain, July 12-14, 2023. It is divide...
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| Other Authors: | , , , , |
| Format: | Electronic eBook |
| Language: | English |
| Published: |
Cham :
Springer Nature Switzerland : Imprint: Springer,
2025.
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| Edition: | 1st ed. 2025. |
| Series: | Contributions to Statistics,
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| Subjects: | |
| Online Access: | https://doi.org/10.1007/978-3-031-69750-0 |
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Table of Contents:
- - Part I Advanced Econometric Methods
- Banking sector development and economic growth in developing countries. Does the change in the shadow economy matter? A Nonlinear Panel ARDL
- Improving the prediction of Norwegian household consumption by adjusting for temporary fluctuations in dividend income
- Inflation expectations change during the pre-war and war period. A comparison of Ukraine and neighboring economies
- Analysis of diversification in investment portfolios Return and Risk for different time horizons
- Economic Diversity and the Dutch Disease in Angola
- Part II Artificial Intelligence and Time Series
- Increasing the Performance and Plausibility of Machine Learning via Data Analysis Techniques
- Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning
- Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-distributed Errors
- Forecasting of the F10.7 solar radio index: A Multivariate Deep Learning Approach
- Part III Financial Forecasting and Risk Analysis
- Risk-adjusted Returns of Croatian Largest Manufacturers and Their Determinants
- Usage of portfolio replication in non-life insurance
- Encoding Stock Returns Relationships via Latent Embeddings for Enhanced Portfolio Optimization
- A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks
- Volatility-inspired σ-LSTM cell
- Part IV Theoretical Aspects of Time Series
- Bayesian Analysis of Systemic Risks Distributions
- Empirical function-based time series analysis for high-dimensional ground motion data: A focus on nonstationary and nonlinear phenomena
- Extended Research on Categorical Data Encoding Techniques for Recursive Multi-Step Prediction of Vessel Trajectory
- Part V Time Series Analysis Applications
- Predicting Safety- Critical Events in Traffic Flow Based on Time-Series
- Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices
- Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model.