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03/18/2023
A novel statistical framework for the analysis of the degree of technology adoption
Technology adoption research aims to determine the reasons why and how i...
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12/28/2022
Robustifying Markowitz
Markowitz mean-variance portfolios with sample mean and covariance as in...
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11/23/2022
Shapley Curves: A Smoothing Perspective
Originating from cooperative game theory, Shapley values have become one...
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11/13/2022
Quantinar: a blockchain p2p ecosystem for honest scientific research
Living in the Information Age, the power of data and correct statistical...
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11/02/2022
A Data-driven Case-based Reasoning in Bankruptcy Prediction
There has been intensive research regarding machine learning models for ...
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04/06/2022
Does non-linear factorization of financial returns help build better and stabler portfolios?
A portfolio allocation method based on linear and non-linear latent cons...
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11/23/2021
Hedging Cryptocurrency Options
The cryptocurrency (CC) market is volatile, non-stationary and non-conti...
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10/18/2021
Understanding jumps in high frequency digital asset markets
While attention is a predictor for digital asset prices, and jumps in Bi...
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08/12/2021
Networks of News and Cross-Sectional Returns
We uncover networks from news articles to study cross-sectional stock re...
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03/16/2021
K-expectiles clustering
K-means clustering is one of the most widely-used partitioning algorithm...
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02/08/2021
SONIC: SOcial Network with Influencers and Communities
The integration of social media characteristics into an econometric fram...
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01/22/2021
Surrogate Models for Optimization of Dynamical Systems
Driven by increased complexity of dynamical systems, the solution of sys...
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12/10/2020
Data Analytics Driven Controlling: bridging statistical modeling and managerial intuition
Strategic planning in a corporate environment is often based on experien...
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11/26/2020
Blockchain mechanism and distributional characteristics of cryptos
We investigate the relationship between underlying blockchain mechanism ...
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10/19/2020
A data-driven P-spline smoother and the P-Spline-GARCH-models
Penalized spline smoothing of time series and its asymptotic properties ...
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09/25/2020
Towards the interpretation of time-varying regularization parameters in streaming penalized regression models
High-dimensional, streaming datasets are ubiquitous in modern applicatio...
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09/16/2020
How to Measure the Performance of a Collaborative Research Center
New Public Management helps universities and research institutions to pe...
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09/10/2020
Statistical Inference for Generalized Additive Partially Linear Model
The Generalized Additive Model (GAM) is a powerful tool and has been wel...
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09/09/2020
Analysis of Deviance for Hypothesis Testing in Generalized Partially Linear Models
In this study, we develop nonparametric analysis of deviance tools for g...
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09/08/2020
Improving Crime Count Forecasts Using Twitter and Taxi Data
Crime prediction is crucial to criminal justice decision makers and effo...
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11/07/2019