Richard Gerlach

27 papers B 1Journal 26

Year	Rank	Type	Title / Venue / Authors
2024	J	`jnl`	Autoencoder Enhanced Realised GARCH on Volatility Forecasting. CoRR Qianli Zhao, Chao Wang, Richard Gerlach, Giuseppe Storti, Lingxiang Zhang
2023	J	`jnl`	DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. CoRR Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Robert Kohn
2022	J	`jnl`	A survey of the application of graph-based approaches in stock market analysis and prediction. Int. J. Data Sci. Anal. Suman Saha, Junbin Gao, Richard Gerlach
2021	J	`jnl`	Manifold Optimization-Assisted Gaussian Variational Approximation. J. Comput. Graph. Stat. Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach
2021	B	`conf`	Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques. IJCNN Suman Saha, Junbin Gao, Richard Gerlach
2021	J	`jnl`	Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique. IEEE Access Suman Saha, Junbin Gao, Richard Gerlach
2020	J	`jnl`	A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. CoRR Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Junbin Gao
2020	J	`jnl`	Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion. Comput. Ind. Eng. Mahdi Abolghasemi, Eric J. Beh, Garth Tarr, Richard Gerlach
2019	J	`jnl`	Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. CoRR Nick James, Román Marchant, Richard Gerlach, Sally Cripps
2019	J	`jnl`	Manifold Optimisation Assisted Gaussian Variational Approximation. CoRR Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach
2018	J	`jnl`	Fighting Accounting Fraud Through Forensic Data Analytics. CoRR Maria Jofre, Richard Gerlach
2016	J	`jnl`	Bayesian estimation and inference for log-ACD models. Comput. Stat. Richard Gerlach, Shelton Peiris, Edward M. H. Lin
2014	J	`jnl`	Bayesian estimation of smoothly mixing time-varying parameter GARCH models. Comput. Stat. Data Anal. Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
2014	J	`jnl`	Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application. Expert Syst. Appl. Kok Haur Ng, Shelton Peiris, Richard Gerlach
2013	J	`jnl`	Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. Comput. Stat. Cathy W. S. Chen, Richard Gerlach
2012	J	`jnl`	Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. Comput. Stat. Data Anal. Qian Chen, Richard Gerlach, Zudi Lu
2011	J	`jnl`	A comparison of estimators for regression models with change points. Stat. Comput. Cathy W. S. Chen, Jennifer So-Kuen Chan, Richard Gerlach, William Y. L. Hsieh
2011	J	`jnl`	Bayesian subset selection for threshold autoregressive moving-average models. Comput. Stat. Cathy W. S. Chen, Feng-Chi Liu, Richard Gerlach
2010	J	`jnl`	Bayesian variable selection for Poisson regression with underreported responses. Comput. Stat. Data Anal. Stephanie Powers, Richard Gerlach, James D. Stamey
2009	J	`jnl`	Bayesian causal effects in quantiles: Accounting for heteroscedasticity. Comput. Stat. Data Anal. Cathy W. S. Chen, Richard Gerlach, D. C. M. Wei
2009	J	`jnl`	Optimal dynamic hedging via copula-threshold-GARCH models. Math. Comput. Simul. YiHao Lai, Cathy W. S. Chen, Richard Gerlach
2009	J	`jnl`	The impact of structural breaks on the integration of the ASEAN-5 stock markets. Math. Comput. Simul. Cathy W. S. Chen, Richard Gerlach, Nick Y. P. Cheng, Y. L. Yang
2008	J	`jnl`	Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Stat. Comput. Richard Gerlach, Cathy W. S. Chen
2008	J	`jnl`	Testing for nonlinearity in mean and volatility for heteroskedastic models. Math. Comput. Simul. Cathy W. S. Chen, Richard Gerlach, Amanda P. J. Tai
2008	J	`jnl`	Volatility forecasting using threshold heteroskedastic models of the intra-day range. Comput. Stat. Data Anal. Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
2007	J	`jnl`	Bayesian sample size determination for case-control studies with misclassification. Comput. Stat. Data Anal. James D. Stamey, Richard Gerlach
2006	J	`jnl`	Comparison of nonnested asymmetric heteroskedastic models. Comput. Stat. Data Anal. Cathy W. S. Chen, Richard Gerlach, Mike K. P. So