27 citations
Counting papers with at most 25 authors, so collaboration author lists do not stand in for the people here.
- University of ReadingGB3 papers
- Centro de Estatística e AplicaçõesPT1 paper
- Gesellschaft für wissenschaftliche Datenverarbeitung mbH GöttingenDE1 paper
- Ghent UniversityBE1 paper
- INESC TECPT1 paper
- Kedge Business SchoolFR1 paper
- Lancaster UniversityGB1 paper
- Monash UniversityAU1 paper
- National Technical University of AthensGR1 paper
- Politecnico di TorinoIT1 paper
- Pontifícia Universidade Católica do Rio de JaneiroBR1 paper
- University of AlgarvePT1 paper
3 papers
AdamZ: An Enhanced Optimisation Method for Neural Network Training
Ilia Zaznov, Atta Badii, Alfonso Dufour +1
AdamZ is an advanced variant of the Adam optimiser, developed to enhance convergence efficiency in neural network training. This optimiser dynamically adjusts the learning rate by…
Forecasting: theory and practice
Fotios Petropoulos, Daniele Apiletti, Vassilios Assimakopoulos +77
Forecasting has always been at the forefront of decision making and planning. The uncertainty that surrounds the future is both exciting and challenging, with individuals and organ…
Analytic Moments for GARCH Processes
Carol Alexander, Emese Lazar, Silvia Stanescu
For a GJR-GARCH specification with a generic innovation distribution we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and…