1
H index
0
i10 index
5
Citations
King's College London | 1 H index 0 i10 index 5 Citations RESEARCH PRODUCTION: 1 Articles 3 Papers RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Aristeidis Raftapostolos. | Is cited by: | Cites to: |
Year ![]() | Title of citing document ![]() |
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2023 | High Dimensional Time Series Regression Models: Applications to Statistical Learning Methods. (2023). Katsouris, Christis. In: Papers. RePEc:arx:papers:2308.16192. Full description at Econpapers || Download paper |
2024 | From Reactive to Proactive Volatility Modeling with Hemisphere Neural Networks. (2023). Frenette, Mikael ; Coulombe, Philippe Goulet ; Klieber, Karin. In: Papers. RePEc:arx:papers:2311.16333. Full description at Econpapers || Download paper |
2024 | VaR and ES forecasting via recurrent neural network-based stateful models. (2024). Lazar, Emese ; Nakata, Keiichi ; Qiu, Zhiguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000346. Full description at Econpapers || Download paper |
2024 | . Full description at Econpapers || Download paper |
Year ![]() | Title ![]() | Type ![]() | Cited ![]() |
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2023 | Deep Neural Network Estimation in Panel Data Models In: Papers. [Full Text][Citation analysis] | paper | 0 |
2023 | Deep Neural Network Estimation in Panel Data Models.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Forecasting Value-at-Risk using deep neural network quantile regression In: Essex Finance Centre Working Papers. [Full Text][Citation analysis] | paper | 5 |
2024 | Forecasting Value-at-Risk Using Deep Neural Network Quantile Regression*.(2024) In: Journal of Financial Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 8 2024. Contact: CitEc Team