Alessio Staffini A CNN-BiLSTM architecture for macroeconomic time series forecasting
REF: 329.
Stefano Sossi-Rojas, Gissel Velarde and Damian Zieba A Machine Learning Approach For Bitcoin Forecasting
REF: 420.
Ángel López-Oriona Machine Learning for Multivariate Time Series with the R Package mlmts
REF: 808.
Adel Almohammad and Panos Georgakis Automated Approach for Generating and Evaluating Traffic Incident Response Plans
REF: 2014.
Rodrigo Hernández-Mazariegos, Jesus Ortiz-Bejar and Jose Ortiz-Bejar Evaluation of Heuristics for Taken’s Theorem Hyper-Parameters Optimization in Regression Tasks
REF: 2032.
Konstantinos Plakas, Nikos Andriopoulos, Alexios Birbas, Ioannis Moraitis and Alex Papalexopoulos A forecasting model for the prediction of system imbalance in the Greek power system
REF: 2049.
Abdulnasser Hatemi-J and Alan Mustafa A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios
REF: 2580.
Nikki Leeuwis and Tom van Bommel EEG-Based Neural Synchrony Predicts Evaluative En-gagement with Music Videos
REF: 2997.
Nina Golyandina and Egor Shapoval Forecasting of signals by forecasting linear recurrence relations
REF: 3535.
Jackson Renteria-Mena, Douglas Plaza and Eduardo Giraldo Multivariable NARX based Neural Networks Models for Short-term Water Level Forecasting
REF: 3744.
Grzegorz Dudek Combining Forecasts of Time Series with Complex Seasonality using LSTM-based Meta-Learning
REF: 4046.
Nolan Alexander and William Scherer Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
REF: 4210.
Magda Monteiro, Diana Neves and Maria José Felício Inventory improvement in tyre retail through demand forecasting
REF: 4525.
Paola Barba Ceballos, Nely Pérez-Méndez, Javier Ramirez, Belén Rosado, Vanessa Jiménez Morales and Manuel Berrocoso GEODYNAMIC MODELING IN CENTRAL AMERICA BASED ON GNSS TIME SERIES ANALYSIS. SPECIAL CASE: THE NICOYA EARTHQUAKE (COSTA RICA, 2012)
REF: 4779.
Abdessamad Ouchen Econometric modeling of the impact of the COVID19 pandemic on the volatility of the financial markets
REF: 5035.
Jing Zhang, Daniel Nikovski and Takaaki Nakamura GPU-APUMPEDI: A Parallel Algorithm for Computing Approximate Pan Matrix Profiles of Time Series
REF: 5513.
Xiang Lin and Ranjula Bali Swain Performance of Negatively Screened Sustainable Investments during the COVID-19
REF: 5852.
Elias Abu Al-Haija and Aruna M Optimising the determinants of liquidity risk: UAE's Emirates Islamic Bank
REF: 6051.
Jiesi Luo, Zihan Pan and Wei Chen Short-term Polar Motion Forecast Based on the Holt-Winters Additive Algorithm and Angular Momenta of Global Surficial Geophysical Fluids
REF: 6251.
Aye Aye Khin, Kui Ming Tiong, Whee Yen Wong and Sijess Hong Sustainable Development of Renewable Energy Consumption in G7 and ASEAN-5 Countries: Panel Fixed Effect Econometric Modelling
REF: 6277.
Mahdy Kouka and David Cuesta-Frau Slope Entropy Characterisation: Adding another interval parameter to the original method
REF: 6374.
Sakina Bibi and Khadija Shams EFFECT OF REAL EXCHANGE RATE ON PER CAPITA REAL GROSS DOMESTIC PRODUCT IN PAKISTAN: A TIME SERIES ANALYSIS
REF: 7079.
Marta Ferreira Measuring extremal clustering in time series
REF: 7215.
Yan Song, Zhicai Li, Yaqing Zhou, Xunqiang Bi, Tiangui Xiao and Ziniu Xiao The Influence of Solar Activity on Snow Cover over the Qinghai–Tibet Plateau and Its Mechanism Analysis
REF: 7250.
Sakura Attanayake and R.M. Chandima Ratnayake Time Series Forecasting Case Study on Risk-based Asset Integrity Management for Low Voltage Failures of Power Distribution Systems
REF: 7254.
Hanane Azemzi and El Houssaine Erraoui Assessing the Effect of Co-production on Education Quality
REF: 7489.
Belén Rosado, Paola Barba Ceballos, Javier Ramirez, Enrique Carmona, Rosa Martín León, Vanessa Jiménez Morales, Jorge Gárate, Amos de Gil and Manuel Berrocoso Analysis of GNSS time series recorded on South Shetland Island and Antarctic Peninsula during the geodynamic activity in 2019 of the underwater volcano ORCA (Brandfield Sea Rift, Antarctica).
REF: 8056.
Xiang Lin and Ranjula Bali Swain Sustainable Investments and Investor-Surplus During Crisis
REF: 8195.
Kanupriya Kanupriya and Kanupriya Kanupriya Impact of the Covid Pandemic on Global Ecotourism : A Critical Analysis
REF: 8577.
Martín Solís and Luis-Alexander Calvo-Valverde A proposal of Transfer Learning for monthly macro-economic time series forecast.
REF: 8688.
Ofira Ayalon, Tsur Moshe and Yaniv Reingewertz The optimal share of solar energy in an energy island
REF: 8698.
Shanthi Saubhagya, Chandima Tilakaratne, Musa Mammadov and Pemantha Lakraj An Application of Ensemble Spatiotemporal Data Mining Techniques for Rainfall Forecasting
REF: 8707.
Shuvro Ahmed, Joy Karmoker, Md. Mahamudur Rahman, Rajesh Mojumder, Shadman Fatin, Dr. Md. Golam Rabiul Alam and Tanzim Reza Hyperautomation in Supershop using Machine Learning
REF: 8733.
Fernando García, Francisco Guijarro, Javier Oliver and Rima Tamošiūnienė Foreing Exchange forecasting models: ARIMA and LSTM comparison
REF: 8802.
Ángel López-Oriona Clustering of time series based on forecasting performance of global models
REF: 8929.
Cristian Blanco-Martínez, David Augusto Cardenas-Peña, Mauricio Holguín-Londoño, Andrés Marino Álvarez-Meza and Alvaro Angel Orozco-Gutiérrez Approximation of Weymouth Equation using Mathematical Programs with Complementarity Constraints for Natural Gas Transportation
REF: 8945.
Massimiliano Frezza Forecasting the tails of financial indexes distributions
REF: 9270.
Paola Barba Ceballos, Javier Ramírez Zelaya, Vanessa Jiménez Morales, Belén Rosado Moscoso and Manuel Berrocoso Domínguez TROPOSPHERIC AND IONOFERIC MODELING USING GNSS TIME SERIES IN VOLCANIC ERUPTIONS (La Palma, 2021)
REF: 9354.
Julián Pastrana, David Cárdenas, Mauricio Holguín, Germán Castellanos and Álvaro Orozco Multi-Output Variational Gaussian Process for Daily Forecasting of Hydrological Resources
REF: 9671.
Zsuzsanna Biedermann, Tamás Barczikay and László Szalai The Dutch Disease in Angola: An Empirical Analysis
REF: 9674.
Javier Ramírez-Zelaya, Vanessa Jiménez Morales, Paola Barba, Belén Rosado, Jorge Garate and Manuel Berrocoso Treatment and analysis of multiparametric time series from a seismogeodetic system for monitoring tectonic activity in the Gulf of Cádiz.
REF: 9691.
PDF Presentations (ITISE-2024)
Alessio Staffini A CNN-BiLSTM architecture for macroeconomic time series forecasting
REF: 329.
Stefano Sossi-Rojas, Gissel Velarde and Damian Zieba A Machine Learning Approach For Bitcoin Forecasting
REF: 420.
Amal Saadallah and Hanna Mykula Online Adaptive Bagging for Multivariate Time Series Forecasting
REF: 783.
Audrey De Dominicis, Paolo Canofari, Antonio Cicone, Giovanni Piersanti and Mirko Piersanti Exploring Hidden Patterns in Macroeconomic Data Series with the Fast Iterative Filtering Algorithm
REF: 1210.
Xing Han, Tongzheng Ren, Jing Hu, Joydeep Ghosh and Nhat Ho Efficient Forecasting of Large Scale Hierarchical Time Series via Multilevel Clustering
REF: 1325.
Tomáš Plíhal, Štefan Lyócsa and Tomáš Výrost Forecasting Day-ahead Expected Shortfall on the EUR/USD Exchange Rate: The (I)relevance of Implied Volatility
REF: 1364.
Alejandro Polo Molina, Eugenio Francisco Sánchez Úbeda, José Portela González, Rafael Palacios Hielscher, Carlos Rodríguez-Morcillo García, Antonio Muñoz San Roque, Celia Álvarez Romero and Carlos Hernández Quiles Analyzing Mobility Patterns of Complex Chronic Patients Using Wearable Activity Trackers: A Machine Learning Approach
REF: 1825.
Adel Almohammad and Panos Georgakis Automated Approach for Generating and Evaluating Traffic Incident Response Plans
REF: 2014.
Konstantinos Plakas, Nikos Andriopoulos, Alexios Birbas, Ioannis Moraitis and Alex Papalexopoulos A forecasting model for the prediction of system imbalance in the Greek power system
REF: 2049.
Janet Bennion Social Network Analysis and Polyamory
REF: 2082.
Abdulnasser Hatemi-J and Alan Mustafa A Simulation Package in VBA to Support Finance Students for Constructing Optimal Portfolios
REF: 2580.
Nikki Leeuwis and Tom van Bommel EEG-Based Neural Synchrony Predicts Evaluative En-gagement with Music Videos
REF: 2997.
Francisco Rodríguez-Cuenca, Eugenio Francisco Sánchez-Úbeda, José Portela, Antonio Muñoz, Victor Guizien, Andrea Veiga Santiago and Alicia Mateo González Probability Density-Based Energy-Saving Recommendations for Household Refrigerating Appliances
REF: 3017.
Nina Golyandina and Egor Shapoval Forecasting of signals by forecasting linear recurrence relations
REF: 3535.
Jackson Renteria-Mena, Douglas Plaza and Eduardo Giraldo Multivariable NARX based Neural Networks Models for Short-term Water Level Forecasting
REF: 3744.
Yuvraj Sunecher and Naushad Mamode Khan A Novel Unconstrained Geometric BINAR(1) Model.
REF: 3892.
Nolan Alexander and William Scherer Forecasting Tangency Portfolios and Investing in the Minimum Euclidean Distance Portfolio to Maximize Out-of-Sample Sharpe Ratios
REF: 4210.
Rian Dolphin, Barry Smyth and Ruihai Dong Stock Embeddings: Representation Learning for Financial Time Series
REF: 4502.
Paola Barba Ceballos, Nely Pérez-Méndez, Javier Ramirez, Belén Rosado, Vanessa Jiménez Morales and Manuel Berrocoso GEODYNAMIC MODELING IN CENTRAL AMERICA BASED ON GNSS TIME SERIES ANALYSIS. SPECIAL CASE: THE NICOYA EARTHQUAKE (COSTA RICA, 2012)
REF: 4779.
Petra Tomanová, Vladimír Holý and Michal Černý Novel estimators of the Ornstein-Uhlenbeck process using high-frequency data
REF: 4932.
Jing Zhang, Daniel Nikovski and Takaaki Nakamura GPU-APUMPEDI: A Parallel Algorithm for Computing Approximate Pan Matrix Profiles of Time Series
REF: 5513.
Syed Kabir, David Wood and Simon Waller A deep learning model for generalised surface water flooding across multiple return periods
REF: 5558.
Dirk Zinkhan, Anneliesa Greisbach, Björn Zurmaar, Christina Klüver and Jürgen Klüver Intrinsic Explainable Self-Enforcing Networks using the ICON-D2-Ensemble Prediction System for Runway Configurations
REF: 5909.
Elias Abu Al-Haija and Aruna M Optimising the determinants of liquidity risk: UAE's Emirates Islamic Bank
REF: 6051.
Maria De La O Gonzalez Perez and Francisco JareÑo CebriÁn Interest Rate Sensitivity of the largest European Pharmaceutical Companies. An Extension of The Fama and French Five-Factor Model
REF: 6154.
Aye Aye Khin, Kui Ming Tiong, Whee Yen Wong and Sijess Hong Sustainable Development of Renewable Energy Consumption in G7 and ASEAN-5 Countries: Panel Fixed Effect Econometric Modelling
REF: 6277.
Mahdy Kouka and David Cuesta-Frau Slope Entropy Characterisation: Adding another interval parameter to the original method
REF: 6374.
Gregory Slusarczyk, Mary A. Cialone and Robert Hampson Impact of Dynamic Closure Gates on storm surge levels in Barnegat Bay, NJ during Hurricane Sandy.
REF: 6440.
Matus Maciak, Ivan Mizera and Michal Pesta Functional Profile Methods for Structured Missing Not at Random Data
REF: 6517.
Daniele Lerede, Gianvito Colucci, Valeria Di Cosmo, Matteo Nicoli and Laura Savoldi Analysis of long-term effects of the restrictions on trade with Russia using the TEMOA-Europe energy system optimization model
REF: 6562.
Mandar Tabib, Adil Rasheed, Kristoffer Skare and Endre Bruaset Data-driven spatio-temporal modelling and optimal sensor placement for digital twin set-up.
REF: 6854.
Sakina Bibi and Khadija Shams EFFECT OF REAL EXCHANGE RATE ON PER CAPITA REAL GROSS DOMESTIC PRODUCT IN PAKISTAN: A TIME SERIES ANALYSIS
REF: 7079.
Sakura Attanayake and R.M. Chandima Ratnayake Time Series Forecasting Case Study on Risk-based Asset Integrity Management for Low Voltage Failures of Power Distribution Systems
REF: 7254.
M. Caridad Sevillano, Francisco Jareño, Raquel López and Carlos Esparcia EXAMINING THE DYNAMIC CONNECTEDNESS BETWEEN CRUDE OIL PRICE SHOCKS AND US SECTOR INDICES
REF: 7655.
Tomasz Serafin, Grzegorz Marcjasz and Rafał Weron Trading on short-term path forecasts of intraday electricity prices
REF: 8009.
Belén Rosado, Paola Barba Ceballos, Javier Ramirez, Enrique Carmona, Rosa Martín León, Vanessa Jiménez Morales, Jorge Gárate, Amos de Gil and Manuel Berrocoso Analysis of GNSS time series recorded on South Shetland Island and Antarctic Peninsula during the geodynamic activity in 2019 of the underwater volcano ORCA (Brandfield Sea Rift, Antarctica).
REF: 8056.
Amine Amar Addressing the multiple dimensions of poverty: Dimensionality Reduction with t-Distributed Stochastic Neighbor Embedding (tSNE) Algorithm
REF: 8677.
Martín Solís and Luis-Alexander Calvo-Valverde A proposal of Transfer Learning for monthly macro-economic time series forecast.
REF: 8688.
Ofira Ayalon, Tsur Moshe and Yaniv Reingewertz The optimal share of solar energy in an energy island
REF: 8698.
Cristian Blanco-Martínez, David Augusto Cardenas-Peña, Mauricio Holguín-Londoño, Andrés Marino Álvarez-Meza and Alvaro Angel Orozco-Gutiérrez Approximation of Weymouth Equation using Mathematical Programs with Complementarity Constraints for Natural Gas Transportation
REF: 8945.
Lukas Sommeregger and Horst Lewitschnig A Semi-parametric Transition model For Lifetime Drift of Discrete Electrical Parameters in Semiconductor Devices using Accelerated Stress Test Data
REF: 9119.
Magdalena Asborno, Jacob Broders, Kenneth Mitchell, Michael Hartman and Lauren Dunkin Forecasting Short-Term Dredging Needs with Machine Learning Models at Southwest Pass
REF: 9310.
Riswan Efendi Yearly Residential Electricity Forecasting Model based on Fuzzy Regression Time Series in Indonesia
REF: 9311.
Paola Barba Ceballos, Javier Ramírez Zelaya, Vanessa Jiménez Morales, Belén Rosado Moscoso and Manuel Berrocoso Domínguez TROPOSPHERIC AND IONOFERIC MODELING USING GNSS TIME SERIES IN VOLCANIC ERUPTIONS (La Palma, 2021)
REF: 9354.
Fadoua Badaoui, Souad Bouhout, Amine Amar and Kenza Khomsi Modeling of leishmaniasis infection dynamics: A comparative time series analysis with VAR, VECM, Generalized Linear and Markov Switching models
REF: 9422.
Marta Tolentino, María del Valle Fernández, Sergio Fanega and María de La O González Analysis of diversification in investment portfolios Return and Risk for different time horizons
REF: 9544.
Javier Ramírez-Zelaya, Vanessa Jiménez Morales, Paola Barba, Belén Rosado, Jorge Garate and Manuel Berrocoso Treatment and analysis of multiparametric time series from a seismogeodetic system for monitoring tectonic activity in the Gulf of Cádiz.
REF: 9691.
Gueï Cyrille Okou and Amine Amar Modeling contagion of financial markets: A GARCH-EVT Copula approach
REF: 9798.
