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Book Synopsis

- Part I Advanced Econometric Methods.- Banking sector development and economic growth in developing countries. Does the change in the shadow economy matter? A Nonlinear Panel ARDL.- Improving the prediction of Norwegian household consumption by adjusting for temporary fluctuations in dividend income.- Inflation expectations change during the pre-war and war period. A comparison of Ukraine and neighboring economies.- Analysis of diversification in investment portfolios Return and Risk for different time horizons.- Economic Diversity and the Dutch Disease in Angola.- Part II Artificial Intelligence and Time Series.- Increasing the Performance and Plausibility of Machine Learning via Data Analysis Techniques.- Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning.- Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-distributed Errors.- Forecasting of the F10.7 solar radio index: A Multivariate Deep Learning Approach.- Part III Financial Forecasting and Risk Analysis.- Risk-adjusted Returns of Croatian Largest Manufacturers and Their Determinants.- Usage of portfolio replication in non-life insurance.- Encoding Stock Returns Relationships via Latent Embeddings for Enhanced Portfolio Optimization.- A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks.- Volatility-inspired s-LSTM cell.- Part IV Theoretical Aspects of Time Series.- Bayesian Analysis of Systemic Risks Distributions.- Empirical function-based time series analysis for high-dimensional ground motion data: A focus on nonstationary and nonlinear phenomena.- Extended Research on Categorical Data Encoding Techniques for Recursive Multi-Step Prediction of Vessel Trajectory.- Part V Time Series Analysis Applications.- Predicting Safety- Critical Events in Traffic Flow Based on Time-Series.- Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices.- Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model.

Time Series Analysis and Forecasting

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    £189.99

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    Order before 4pm tomorrow for delivery by Tue 28 Jul 2026.

    A Hardback by Olga Valenzuela

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      Publisher: Springer
      Publication Date: 5/25/2025
      ISBN13: 9783031697494, 978-3031697494
      ISBN10: 3031697499
      Also in:
      Probability and statistics

      Description

      Book Synopsis

      - Part I Advanced Econometric Methods.- Banking sector development and economic growth in developing countries. Does the change in the shadow economy matter? A Nonlinear Panel ARDL.- Improving the prediction of Norwegian household consumption by adjusting for temporary fluctuations in dividend income.- Inflation expectations change during the pre-war and war period. A comparison of Ukraine and neighboring economies.- Analysis of diversification in investment portfolios Return and Risk for different time horizons.- Economic Diversity and the Dutch Disease in Angola.- Part II Artificial Intelligence and Time Series.- Increasing the Performance and Plausibility of Machine Learning via Data Analysis Techniques.- Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning.- Bayesian Robust Multivariate Time Series Analysis in Nonlinear Regression Models with Vector Autoregressive and t-distributed Errors.- Forecasting of the F10.7 solar radio index: A Multivariate Deep Learning Approach.- Part III Financial Forecasting and Risk Analysis.- Risk-adjusted Returns of Croatian Largest Manufacturers and Their Determinants.- Usage of portfolio replication in non-life insurance.- Encoding Stock Returns Relationships via Latent Embeddings for Enhanced Portfolio Optimization.- A Measure of Bivariate Long Memories in Financial Time Series with Applications to Granger Causality Networks.- Volatility-inspired s-LSTM cell.- Part IV Theoretical Aspects of Time Series.- Bayesian Analysis of Systemic Risks Distributions.- Empirical function-based time series analysis for high-dimensional ground motion data: A focus on nonstationary and nonlinear phenomena.- Extended Research on Categorical Data Encoding Techniques for Recursive Multi-Step Prediction of Vessel Trajectory.- Part V Time Series Analysis Applications.- Predicting Safety- Critical Events in Traffic Flow Based on Time-Series.- Two-Factor and ARIMA-LS-SVR Models for Forecasting of EUA Futures Prices.- Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model.

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