4 citations · 4 across the 2 of their papers we have counts for
2 papers
stat.ME2026
Market-Informed Networks for Modeling and Forecast Evaluation of Financial Extremes
Ayla Jungbluth, Johannes Lederer, Simon Trimborn
Modeling the joint distribution of extreme values in high-dimensional financial time series is challenging because extremes are sparse and locally extreme observations are not nece…
cs.LG2023★ 4 cited
The DeepCAR Method: Forecasting Time-Series Data That Have Change Points
Ayla Jungbluth, Johannes Lederer
Many methods for time-series forecasting are known in classical statistics, such as autoregression, moving averages, and exponential smoothing. The DeepAR framework is a novel, rec…