David Ardia

13 papers Journal 13
YearRankTypeTitle / Venue / Authors
2024 J jnl
Optimal Text-Based Time-Series Indices.
CoRR
David Ardia, Keven Bluteau
2023 J jnl
Climate Change Concerns and the Performance of Green vs. Brown Stocks.
Manag. Sci.
David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht
2021 J jnl
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment.
J. Stat. Softw.
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
2021 J jnl
The R package sentometrics to compute, aggregate and predict with textual sentiment.
CoRR
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
2020 J jnl
COVID-19 Data Hub.
J. Open Source Softw.
Emanuele Guidotti, David Ardia
2018 J jnl
Downside Risk Evaluation with the R Package GAS.
R J.
David Ardia, Kris Boudt, Leopoldo Catania
2017 J jnl
RiskPortfolios: Computation of Risk-Based Portfolios in R.
J. Open Source Softw.
David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury
2017 J jnl
The impact of covariance misspecification in risk-based portfolios.
Ann. Oper. Res.
David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury
2017 J jnl
nse: Computation of Numerical Standard Errors in R.
J. Open Source Softw.
David Ardia, Keven Bluteau
2012 J jnl
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood.
Comput. Stat. Data Anal.
David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk
2011 J jnl
Differential Evolution with DEoptim.
R J.
David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson
2010 J jnl
Bayesian Estimation of the GARCH(1, 1) Model with Student-t Innovations.
R J.
David Ardia, Lennart F. Hoogerheide
2009 J jnl
AdMit.
R J.
David Ardia, Lennart F. Hoogerheide, Herman K. van Dijk