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Issue DateTitleAuthor(s)Citation
2012A Bayesian conditional autoregressive geometric process model for range dataChan, Jennifer; Choy, Boris; Lam, Connie; Chen, Cathy W S; Yu, Philip L. H.; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsA Bayesian conditional autoregressive geometric process model for range data, Computational Statistics and Data Analysis, vol.56, 11, 2012,pp 3006-3019
2016Bayesian estimation and inference for log-ACD modelsGerlach, Richard; Peiris, Mahatelge Shelton; Lin, Edward M H; Business Analytics; Mathematics & StatisticsBayesian estimation and inference for log-ACD models, Computational Statistics, vol.31, 1, 2016,pp 25-48
2008Bayesian Estimation for Parsimonious Threshold Autoregressive Models in RGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Liu, Feng Chi; Business AnalyticsBayesian Estimation for Parsimonious Threshold Autoregressive Models in R, R News, vol.8, 1, 2008,pp 26-33
2014Bayesian estimation of smoothly mixing time-varying parameter GARCH modelsGerlach, Richard; Chen, Cathy W S; Lin, Edward M H; Business AnalyticsBayesian estimation of smoothly mixing time-varying parameter GARCH models, Computational Statistics and Data Analysis, vol.76, n/a, 2014,pp 194-209
2016Bayesian Expected Shortfall Forecasting Incorporating the Intraday RangeGerlach, Richard; Chen, Cathy W S; Business AnalyticsBayesian Expected Shortfall Forecasting Incorporating the Intraday Range, Journal of Financial Econometrics, vol.14, 1, 2016,pp 128-158
2012Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial CrisisGerlach, Richard; Chen, Cathy W S; Lee, W.C.W.; Lin, Edward M H; Business AnalyticsBayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis, Journal of Forecasting, vol.31, 8, 2012,pp 661-687
2008Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic modelsGerlach, Richard; Chen, Cathy W S; Business AnalyticsBayesian inference and model comparison for asymmetric smooth transition heteroskedastic models, Statistics and Computing, vol.18, 4, 2008,pp 391-408
2008Bayesian Model Selection for Heteroskedastic ModelsGerlach, Richard; Chen, Cathy W S; So, Mike K.P.; Business AnalyticsBayesian Model Selection for Heteroskedastic Models in Bayesian Econometrics (Advances in Econometrics volume 23), JAI Press, 2008, pp. 567-594
2016Bayesian Option Pricing Framework with Stochastic Volatility for FX DataChoy, Sai Tsang Boris; Wang, Ying; Wong, Hoi Ying; Business AnalyticsBayesian Option Pricing Framework with Stochastic Volatility for FX Data, Risks, vol.4, 4, 2016,pp 1-12
2016Bayesian Option Pricing Framework with Stochastic Volatility for FX DataChoy, Sai Tsang Boris; Wang, Ying; Wong, Hoi Ying; Business AnalyticsBayesian Option Pricing Framework with Stochastic Volatility for FX Data, Risks, vol.4, 4, 2016,pp 1-12
2015Bayesian Parallel Computation for Intractable Likelihood Using Griddy-Gibbs SamplerChoy, Sai Tsang Boris; Wichitaksorn, Nuttanan; Business AnalyticsBayesian Parallel Computation for Intractable Likelihood Using Griddy-Gibbs Sampler in Current Trends in Bayesian Methodology with Applications, CRC Press, 2015, pp. 619-631
2012Bayesian stochastic model specification search for seasonal and calendar effectsProietti, Tommaso; Grassi, Stefano; Business AnalyticsBayesian stochastic model specification search for seasonal and calendar effects in Economic Time Series: Modeling and Seasonality, CRC Press, 2012, pp. 431-455
2008Bayesian student-t stochastic volatility models via scale mixturesChoy, Sai Tsang Boris; Chan, C M; Wan, Wai-yin; Business AnalyticsBayesian student-t stochastic volatility models via scale mixtures in Bayesian Econometrics (Advances in Econometrics volume 23), JAI Press, 2008, pp. 595-618
2017Bayesian tail-risk forecasting using realized GARCHGerlach, Richard; Contino, Christian; Business AnalyticsBayesian tail-risk forecasting using realized GARCH, Applied Stochastic Models in Business and Industry, vol.33, 2, 2017,pp 213-236
2012Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distributionChen, Qian; Gerlach, Richard; Lu, Zudi; Business Analytics; Business AnalyticsBayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution, Computational Statistics and Data Analysis, vol.56, 11, 2012,pp 3498-3516
2017Biometric authentication using facial recognitionGao, Junbin; Chowdhury, Mozamme; Islam, Rafiqul Md D.; Business AnalyticsBiometric authentication using facial recognition, Lecture Notes of the Institute for Computer Sciences, Social-Informatics and Telecommunications Engineering, LNICST, vol.198, 2017, pp. 287-295
2013A business interruption insurance modelLi, Erick (Zhaolin); Tong, Shilu; Business AnalyticsA business interruption insurance model, Proceedings of the 11th ANZAM Operations, Supply Chain and Services Management Symposium, vol.CDROM, 2013, pp. 1-14
2013Changing employment portfolios and inclusive growth in Australia: Redistributing risks at workBuchanan, John; Yu, Serena; Dymski, Gary; Froud, Julie; Johal, Sukhdev; Williams, Karel; Business Analytics; EconomicsChanging employment portfolios and inclusive growth in Australia: Redistributing risks at work in Inclusive Growth in Australia: Social Policy as Economic Investment, Allen and Unwin, 2013, pp. 65-88
2014Characterising economic trends by Bayesian stochastic model specification searchProietti, Tommaso; Grassi, Stefano; Business AnalyticsCharacterising economic trends by Bayesian stochastic model specification search, Computational Statistics and Data Analysis, vol.71, n/a, 2014,pp 359-374
2014'Choice' and 'fairness': the hollow core in industrial relations policyBuchanan, John; Oliver, Damian; Business Analytics; Workplace Research Centre'Choice' and 'fairness': the hollow core in industrial relations policy in Australian Public Policy: Progressive ideas in the neoliberal ascendency, Policy Press, 2014, pp. 97-112