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Found 3 papers, 1 papers with code
Early warning systems for financial markets of emerging economies
We develop and apply a new online early warning system (EWS) for what is known in machine learning as concept drift, in economics as a regime shift and in statistics as a change point.
Improved Semi-Parametric Bounds for Tail Probability and Expected Loss: Theory and Applications
Many management decisions involve accumulated random realizations for which the expected value and variance are assumed to be known.
Efficient estimation of parameters in marginals in semiparametric multivariate models
As in simulations, the use of SMLE leads to tighter parameter estimates.
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