All Stories

  1. Adaptive fault detection in wind turbine via RF and CUSUM
  2. Reverse restricted MIDAS model with application to US interest rate forecasts
  3. Quantile regression for large-scale data via sparse exponential transform method
  4. Portfolio selection based on predictive joint return distribution
  5. Conditional density forecast of China’s energy demand via QRNN model
  6. Nonparametric conditional autoregressive expectile model via neural network with applications to estimating financial risk