1.8k citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of ViennaAT14 papers
- Sapienza University of RomeIT12 papers
- Complexity Science HubAT11 papers
- University of SalzburgAT9 papers
- Johannes Kepler University of LinzAT8 papers
- Humboldt-Universität zu BerlinDE7 papers
- The University of MelbourneAU7 papers
- TU WienAT7 papers
- ETH ZurichCH6 papers
- Queensland University of TechnologyAU5 papers
- University College DublinIE5 papers
- University of AmsterdamNL5 papers
10 papers · 1 filter
Model instability in predictive exchange rate regressions
Niko Hauzenberger, Florian Huber
In this paper we aim to improve existing empirical exchange rate models by accounting for uncertainty with respect to the underlying structural representation. Within a flexible Ba…
Monotone Precision and Recall Measures for Comparing Executions and Specifications of Dynamic Systems
Artem Polyvyanyy, Andreas Solti, Matthias Weidlich +2
The behavioural comparison of systems is an important concern of software engineering research. For example, the areas of specification discovery and specification mining are conce…
Gender Differences in Participation and Reward on Stack Overflow
Anna May, Johannes Wachs, Aniko Hannak
Programming is a valuable skill in the labor market, making the underrepresentation of women in computing an increasingly important issue. Online question and answer platforms serv…
Bayesian shrinkage in mixture of experts models: Identifying robust determinants of class membership
Gregor Zens
A method for implicit variable selection in mixture of experts frameworks is proposed. We introduce a prior structure where information is taken from a set of independent covariate…
Measuring Semantic Coherence of a Conversation
Svitlana Vakulenko, Maarten de Rijke, Michael Cochez +2
Conversational systems have become increasingly popular as a way for humans to interact with computers. To be able to provide intelligent responses, conversational systems must cor…
Flexible shrinkage in high-dimensional Bayesian spatial autoregressive models
Michael Pfarrhofer, Philipp Piribauer
This article introduces two absolutely continuous global-local shrinkage priors to enable stochastic variable selection in the context of high-dimensional matrix exponential spatia…
Introducing shrinkage in heavy-tailed state space models to predict equity excess returns
Florian Huber, Gregor Kastner, Michael Pfarrhofer
We forecast S&P 500 excess returns using a flexible Bayesian econometric state space model with non-Gaussian features at several levels. More precisely, we control for overparamete…
Discussion on Bayesian Cluster Analysis: Point Estimation and Credible Balls by Sara Wade and Zoubin Ghahramani
William Weimin Yoo
I begin my discussion by giving an overview of the main results. Then I proceed to touch upon issues about whether the credible ball constructed can be interpreted as a confidence…
The dynamic impact of monetary policy on regional housing prices in the US: Evidence based on factor-augmented vector autoregressions
Manfred M. Fischer, Florian Huber, Michael Pfarrhofer +1
In this study interest centers on regional differences in the response of housing prices to monetary policy shocks in the US. We address this issue by analyzing monthly home price…
When does a disaster become a systemic event? Estimating indirect economic losses from natural disasters
Sebastian Poledna, Stefan Hochrainer-Stigler, Michael Gregor Miess +8
Reliable estimates of indirect economic losses arising from natural disasters are currently out of scientific reach. To address this problem, we propose a novel approach that combi…