Citation profile for Marcin Chlebus

Marcin Chlebus : Citation Profile

Uniwersytet Warszawski

H index

i10 index

Citations

RESEARCH PRODUCTION:

Articles

Papers

Chapters

RESEARCH ACTIVITY:

   7 years (2014 - 2021). See details.
   Cites by year: 1
   Journals where Marcin Chlebus has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 6 (37.5 %)

MORE DETAILS IN:

EconPapers

ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch1469
   Updated: 2024-11-06    RAS profile: 2022-12-05
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Woźniak, Michał (3)

Buczyński, Mateusz (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Marcin Chlebus.

Is cited by:

Ślepaczuk, Robert (2)

Bee, Marco (1)

Murphy, David (1)

Cites to:

Engle, Robert (25)

Jimenez-Martin, Juan (16)

Bollerslev, Tim (15)

Pérez-Amaral, Teodosio (12)

Manganelli, Simone (12)

Degiannakis, Stavros (11)

Angelidis, Timotheos (7)

Kupiec, Paul (6)

Frankel, Jeffrey (5)

Rose, Andrew (5)

Lazar, Emese (4)

Main data

Where Marcin Chlebus has published?

Journals with more than one article published	# docs
Central European Economic Journal	5

Working Papers Series with more than one paper published	# docs
Working Papers / Faculty of Economic Sciences, University of Warsaw	16

Recent works citing Marcin Chlebus (2024 and 2023)

Year	Title of citing document
2023	A Comprehensive Survey on Enterprise Financial Risk Analysis: Problems, Methods, Spotlights and Applications. (2022). Du, Huaming ; Zhao, YU. In: Papers. RePEc:arx:papers:2211.14997. Full description at Econpapers \|\| Download paper
2024	What makes accidents severe! explainable analytics framework with parameter optimization. (2024). Abdulrashid, Ismail ; Moqbel, Murad ; Topuz, Kazim ; Ahmed, Abdulaziz. In: European Journal of Operational Research. RePEc:eee:ejores:v:317:y:2024:i:2:p:425-436. Full description at Econpapers \|\| Download paper
2023	Forecasting Value-at-Risk using functional volatility incorporating an exogenous effect. (2023). Bee, Marco ; Tafakori, Laleh ; Pourkhanali, Armin. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003198. Full description at Econpapers \|\| Download paper
2023	The performance of time series forecasting based on classical and machine learning methods for S&P 500 index. (2023). Lepaczuk, Robert ; Uzzal, Maudud Hassan. In: Working Papers. RePEc:war:wpaper:2023-05. Full description at Econpapers \|\| Download paper
2023	Ensembled LSTM with Walk Forward Optimization in Algorithmic Trading. (2023). Ślepaczuk, Robert ; Chojnacki, Karol. In: Working Papers. RePEc:war:wpaper:2023-15. Full description at Econpapers \|\| Download paper

Works by Marcin Chlebus:

Year	Title	Type	Cited
	In: . [Full Text][Citation analysis]	chapter	0
2021	Enabling Machine Learning Algorithms for Credit Scoring -- Explainable Artificial Intelligence (XAI) methods for clear understanding complex predictive models In: Papers. [Full Text][Citation analysis]	paper	3
2014	One-day prediction of state of turbulence for financial instrument based on models for binary dependent variable In: Ekonomia journal. [Full Text][Citation analysis]	article	0
2018	One-day-ahead forecast of state of turbulence based on todays economic situation In: Equilibrium. Quarterly Journal of Economics and Economic Policy. [Full Text][Citation analysis]	article	0
2017	EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk In: Central European Economic Journal. [Full Text][Citation analysis]	article	2
2016	EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
2019	Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions In: Central European Economic Journal. [Full Text][Citation analysis]	article	0
2019	Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions.(2019) In: Central European Economic Journal. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0	article
2020	Ridesharing in the Polish Experience: A Study using Unified Theory of Acceptance and Use of Technology In: Central European Economic Journal. [Full Text][Citation analysis]	article	0
2021	Nvidias Stock Returns Prediction Using Machine Learning Techniques for Time Series Forecasting Problem In: Central European Economic Journal. [Full Text][Citation analysis]	article	2
2020	Nvidiaâ€™s stock returns prediction using machine learning techniques for time series forecasting problem.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2	paper
	In: . [Full Text][Citation analysis]	article	0
2016	One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable In: Working Papers. [Full Text][Citation analysis]	paper	1
2017	Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH( In: Working Papers. [Full Text][Citation analysis]	paper	0
2019	Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states. In: Working Papers. [Full Text][Citation analysis]	paper	1
2020	Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools In: Working Papers. [Full Text][Citation analysis]	paper	0
2020	So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison. In: Working Papers. [Full Text][Citation analysis]	paper	0
2020	Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling In: Working Papers. [Full Text][Citation analysis]	paper	0
2020	HRP performance comparison in portfolio optimization under various codependence and distance metrics In: Working Papers. [Full Text][Citation analysis]	paper	0
2020	Impact of using industry benchmark financial ratios on performance of bankruptcy prediction logistic regression model In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	GARCHNet - Value-at-Risk forecasting with novel approach to GARCH models based on neural networks In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	HCR & HCR-GARCH – novel statistical learning models for Value at Risk estimation In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	Comparison of the accuracy in VaR forecasting for commodities using different methods of combining forecasts In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	Machine learning in the prediction of flat horse racing results in Poland In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	Predicting football outcomes from Spanish league using machine learning models In: Working Papers. [Full Text][Citation analysis]	paper	0
2021	The effectiveness of Value-at-Risk models in various volatility regimes In: Working Papers. [Full Text][Citation analysis]	paper	1