4
H index
1
i10 index
42
Citations
William Stanley Rea : Citation Profile
University of Canterbury | RESEARCH PRODUCTION: 7 Articles 16 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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8 years (2008 - 2016). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with William Stanley Rea. | Is cited by:
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Main data
Where William Stanley Rea has published?
| Journals with more than one article published | # docs |
|---|---|
| Mathematics and Computers in Simulation (MATCOM) | 3 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Papers / arXiv.org | 5 |
Recent works citing William Stanley Rea (2022 and 2021)
| Year | Title of citing document |
|---|---|
| 2021 | Asset Selection via Correlation Blockmodel Clustering. (2021). Yu, Xun ; Xu, Xiao ; Tang, Wenpin. In: Papers. RePEc:arx:papers:2103.14506. Full description at Econpapers || Download paper |
| 2023 | Universal approximation of credit portfolio losses using Restricted Boltzmann Machines. (2022). Genovese, Giuseppe ; Visentin, Gabriele ; Serra, Nicola ; Nikeghbali, Ashkan. In: Papers. RePEc:arx:papers:2202.11060. Full description at Econpapers || Download paper |
| 2021 | Atheoretical Regression Trees for classifying risky financial institutions. (2021). Maddaloni, Angela ; Di Iorio, Francesca ; Cappelli, Carmela ; Durso, Pierpaolo. In: Annals of Operations Research. RePEc:spr:annopr:v:299:y:2021:i:1:d:10.1007_s10479-019-03406-9. Full description at Econpapers || Download paper |
| 2022 | Network models to improve robot advisory portfolios. (2022). Giudici, Paolo ; Spelta, Alessandro ; Polinesi, Gloria. In: Annals of Operations Research. RePEc:spr:annopr:v:313:y:2022:i:2:d:10.1007_s10479-021-04312-9. Full description at Econpapers || Download paper |
| 2022 | Smart network based portfolios. (2022). Hitaj, Asmerilda ; Grassi, Rosanna ; Clemente, Gian Paolo. In: Annals of Operations Research. RePEc:spr:annopr:v:316:y:2022:i:2:d:10.1007_s10479-022-04675-7. Full description at Econpapers || Download paper |
| 2023 | Exploring the growth value equity valuation model with data visualization. (2023). Liu, Yi-Cheng ; Yeh, I-Cheng. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00400-2. Full description at Econpapers || Download paper |
| 2021 | A new time-varying model for forecasting long-memory series. (2021). Grigoletto, Matteo ; Bisaglia, Luisa. In: Statistical Methods & Applications. RePEc:spr:stmapp:v:30:y:2021:i:1:d:10.1007_s10260-020-00517-7. Full description at Econpapers || Download paper |
| 2023 | Forecasting highly persistent time series with bounded spectrum processes. (2023). Maddanu, Federico. In: Statistical Papers. RePEc:spr:stpapr:v:64:y:2023:i:1:d:10.1007_s00362-022-01321-z. Full description at Econpapers || Download paper |
| 2022 | Efficient portfolio construction by means of CVaR and k?means++ clustering analysis: Evidence from the NYSE. (2022). Vasighi, Mahdi ; Soleymani, Fazlollah. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:27:y:2022:i:3:p:3679-3693. Full description at Econpapers || Download paper |
Works by William Stanley Rea:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | An Application of Correlation Clustering to Portfolio Diversification In: Papers. [Full Text][Citation analysis] | paper | 5 |
| 2014 | An Application of Correlation Clustering to Portfolio Diversification.(2014) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 5 | paper | |
| 2015 | A Comparision of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2015 | A Comparison of Three Network Portfolio Selection Methods -- Evidence from the Dow Jones.(2015) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | paper | |
| 2015 | Identifying Highly Correlated Stocks Using the Last Few Principal Components In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Identifying Highly Correlated Stocks Using the Last Few Principal Components.(2015) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2015 | How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2015 | How much diversification potential is there in a single market? Evidence from the Australian Stock Exchange.(2015) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | paper | |
| 2016 | Stock Selection as a Problem in Phylogenetics -- Evidence from the ASX In: Papers. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Stock Selection as a Problem in Phylogenetics—Evidence from the ASX.(2016) In: IJFS. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
| 2008 | Long memory or shifting means? A new approach and application to realised volatility In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | The Empirical Properties of Some Popular Estimators of Long Memory Processes In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 5 |
| 2008 | A New Procedure to Test for H Self-Similarity In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2012 | A comparison of Spillover Effects before, during and after the 2008 Financial Crisis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2015 | Stock Selection with Principal Component Analysis In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 3 |
| 2015 | Can PCA Structure Changes Indicate that it is Time to Trade? In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | More Evidence On “Which Panel Data Estimator Should I Use?†In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
| 2008 | Detecting multiple mean breaks at unknown points in official time series In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 2 |
| 2011 | Long memory or shifting means in geophysical time series? In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2013 | Not all estimators are born equal: The empirical properties of some estimators of long memory In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 8 |
| 2014 | Visualization of a stock market correlation matrix In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 4 |
| 2011 | Long memory in temperature reconstructions In: Climatic Change. [Full Text][Citation analysis] | article | 11 |
| 2010 | Identification of Changes in Mean with Regression Trees: An Application to Market Research In: Econometric Reviews. [Full Text][Citation analysis] | article | 2 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team