2 citations · 2 across the 3 of their papers we have counts for
3 papers
cs.LG2025
Zero-Shot Forecasting Mortality Rates: A Global Study
Gabor Petnehazi, Laith Al Shaggah, Jozsef Gall +1
This study explores the potential of zero-shot time series forecasting, an innovative approach leveraging pre-trained foundation models, to forecast mortality rates without task-sp…
q-fin.RM2018
On approximations of Value at Risk and Expected Shortfall involving kurtosis
Matyas Barczy, Adam Dudas, Jozsef Gall
We derive new approximations for the Value at Risk and the Expected Shortfall at high levels of loss distributions with positive skewness and excess kurtosis, and we describe their…
q-fin.CP2018★ 2 cited
Exploring the predictability of range-based volatility estimators using RNNs
Gábor Petneházi, József Gáll
We investigate the predictability of several range-based stock volatility estimators, and compare them to the standard close-to-close estimator which is most commonly acknowledged…