Search Results - "Robinzonov, Nikolay"

Model-based boosting in R: a hands-on tutorial using the R package mboost by Hofner, Benjamin, Mayr, Andreas, Robinzonov, Nikolay, Schmid, Matthias

“…We provide a detailed hands-on tutorial for the R add-on package mboost . The package implements boosting for optimizing general risk functions utilizing…”
Get full text

Stock market volatility: Identifying major drivers and the nature of their impact by Mittnik, Stefan, Robinzonov, Nikolay, Spindler, Martin

“…Financial-market risk, commonly measured in terms of asset-return volatility, plays a fundamental role in investment decisions, risk management and regulation…”
Get full text

Boosting techniques for nonlinear time series models by Robinzonov, Nikolay, Tutz, Gerhard, Hothorn, Torsten

“…Many of the popular nonlinear time series models require a priori the choice of parametric functions which are assumed to be appropriate in specific…”
Get full text

Freedom of Choice in Macroeconomic Forecasting by Robinzonov, Nikolay, Wohlrabe, Klaus

“…Different studies provide a surprisingly large variety of controversial conclusions about the forecasting power of an indicator, even when it is supposed to…”
Get full text