Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Xunyu Ye

Forecasting High-Frequency Long Memory Series With Long Periods Using the SARFIMA Model

Open Journal of Statistics

English

Related publications

Neural Probabilistic Forecasting of Symbolic Sequences With Long Short-Term Memory

Journal of Dynamic Systems, Measurement and Control, Transactions of the ASME

Systems Engineering

Information Systems

Mechanical Engineering

Instrumentation

Computer Science Applications

English

Comparing Predictive Accuracy Under Long Memory, With an Application to Volatility Forecasting*

Journal of Financial Econometrics

English

The PPP Hypothesis Revisited: Evidence Using a Multivariate Long-Memory Model

SSRN Electronic Journal

English

Long Memory and Data Frequency in Financial Markets

Journal of Statistical Computation and Simulation

Applied Mathematics

English

Flash Flood Forecasting Based on Long Short-Term Memory Networks

Water (Switzerland)

Aquatic Science

English

Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility

Journal of International Money and Finance

English

Long-Range Weather Forecasting Using an Analog Approach

Journal of Climate

Atmospheric Science

English

Simultaneous Quantile Inference for Non-Stationary Long-Memory Time Series

English

A Long Short Term Memory Application on the Turkish Intraday Electricity Price Forecasting

English