3 citations · 9 across the 11 of their papers we have counts for
4 papers · 1 filter
Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion
Mahdi Abolghasemi, Richard Gerlach, Garth Tarr +1
The demand for a particular product or service is typically associated with different uncertainties that can make them volatile and challenging to predict. Demand unpredictability…
Semi-parametric Realized Nonlinear Conditional Autoregressive Expectile and Expected Shortfall
Chao Wang, Richard Gerlach
A joint conditional autoregressive expectile and Expected Shortfall framework is proposed. The framework is extended through incorporating a measurement equation which models the c…
Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series
Nick James, Roman Marchant, Richard Gerlach +1
Discrimination between non-stationarity and long-range dependency is a difficult and long-standing issue in modelling financial time series. This paper uses an adaptive spectral te…
Manifold Optimization Assisted Gaussian Variational Approximation
Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran +1
Gaussian variational approximation is a popular methodology to approximate posterior distributions in Bayesian inference especially in high dimensional and large data settings. To…