Minimum Message Length in Hybrid ARMA and LSTM Model Forecasting
Fang, Zheng, Dowe, David L, Peiris, Shelton, Rosadi, Dedi
Published in Entropy (Basel, Switzerland) (29.11.2021)
Published in Entropy (Basel, Switzerland) (29.11.2021)
Get full text
Journal Article
Estimating and forecasting generalized fractional long memory stochastic volatility models
Peiris, Shelton, Asai, Manabu, McAleer, Michael
Published in Journal of risk and financial management (01.12.2017)
Published in Journal of risk and financial management (01.12.2017)
Get full text
Journal Article
Modelling and forecasting stock price movements with serially dependent determinants
Yatigammana, Rasika, Peiris, Shelton, Gerlach, Richard, Allen, David Edmund
Published in Risks (Basel) (01.06.2018)
Published in Risks (Basel) (01.06.2018)
Get full text
Journal Article
Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies
Allen, David, McAleer, Michael, Peiris, Shelton, Singh, Abhay
Published in Risks (Basel) (01.03.2016)
Published in Risks (Basel) (01.03.2016)
Get full text
Journal Article
Seasonal generalized AR models
Hunt, Richard, Peiris, Shelton, Weber, Neville
Published in Communications in statistics. Theory and methods (01.02.2024)
Published in Communications in statistics. Theory and methods (01.02.2024)
Get full text
Journal Article
Estimation methods for stationary Gegenbauer processes
Hunt, Richard, Peiris, Shelton, Weber, Neville
Published in Statistical papers (Berlin, Germany) (01.12.2022)
Published in Statistical papers (Berlin, Germany) (01.12.2022)
Get full text
Journal Article
Revisiting the Kurtosis of Stationary Processes with Applications to Volatility Models
Peiris, Shelton, Swartz, Tim
Published in Journal of Statistical and Econometric Methods (01.01.2020)
Get full text
Published in Journal of Statistical and Econometric Methods (01.01.2020)
Journal Article
Improving Volatility Forecasting: A Study through Hybrid Deep Learning Methods with WGAN
Gadhi, Adel Hassan A., Peiris, Shelton, Allen, David E.
Published in Journal of risk and financial management (23.08.2024)
Published in Journal of risk and financial management (23.08.2024)
Get full text
Journal Article