Natural gradient hybrid variational inference with application to deep mixed models von Zhang, Weiben, Smith, Michael, Maneesoonthorn, Worapree, Loaiza-Maya, Rubén

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The predictive ability of quarterly financial statements von Zhou, Hui, Maneesoonthorn, Worapree Ole, Chen, Xiangjin B

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High-frequency jump tests: Which test should we use? von Maneesoonthorn, Worapree, Martin, Gael M., Forbes, Catherine S.

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Inversion copulas from nonlinear state space models with an application to inflation forecasting von Smith, Michael Stanley, Maneesoonthorn, Worapree

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Time series copulas for heteroskedastic data von Loaiza-Maya, Rubén, Smith, Michael S., Maneesoonthorn, Worapree

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Bayesian forecasting in economics and finance: A modern review von Martin, Gael M., Frazier, David T., Maneesoonthorn, Worapree, Loaiza-Maya, Rubén, Huber, Florian, Koop, Gary, Maheu, John, Nibbering, Didier, Panagiotelis, Anastasios

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INFERENCE ON SELF-EXCITING JUMPS IN PRICES AND VOLATILITY USING HIGH-FREQUENCY MEASURES von MANEESOONTHORN, WORAPREE, FORBES, CATHERINE S., MARTIN, GAEL M.

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Optimal probabilistic forecasts: When do they work? von Martin, Gael M., Loaiza-Maya, Rubén, Maneesoonthorn, Worapree, Frazier, David T., Ramírez-Hassan, Andrés

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Approximate Bayesian forecasting von Frazier, David T., Maneesoonthorn, Worapree, Martin, Gael M., McCabe, Brendan P.M.

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ABC of the future von Pesonen, Henri, Simola, Umberto, Köhn‐Luque, Alvaro, Vuollekoski, Henri, Lai, Xiaoran, Frigessi, Arnoldo, Kaski, Samuel, Frazier, David T., Maneesoonthorn, Worapree, Martin, Gael M., Corander, Jukka

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ABC of the future von Pesonen, Henri, Simola, Umberto, Kohn Luque, Alvaro, Vuollekoski, Henri, Lai, Xiaoran, Frigessi, Arnoldo, Kaski, Samuel, Frazier, David T, Maneesoonthorn, Worapree, Martin, Gael M, Corander, Jukka

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Discussion of ‘Deep learning for finance: deep portfolios’ von Forbes, Catherine S., Maneesoonthorn, Worapree

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High‐Frequency Financial Econometrics, by Yacine Aït‐Sahalia and Jean Jacod (Princeton University Press, Princeton, NJ, 2014), pp. xxiv + 659 von Maneesoonthorn, Ole Worapree

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High‐Frequency Financial Econometrics, by YacineAït‐Sahalia and JeanJacod (Princeton University Press, Princeton, NJ, 2014), pp. xxiv + 659 von Maneesoonthorn, Ole Worapree

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Review - High-Frequency Financial Econometrics von Maneesoonthorn, Ole Worapree

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Probabilistic forecasts of volatility and its risk premia von Maneesoonthorn, Worapree, Martin, Gael M., Forbes, Catherine S., Grose, Simone D.

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Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns von Deng, Lin, Smith, Michael Stanley, Maneesoonthorn, Worapree

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Probabilistic Predictions of Option Prices Using Multiple Sources of Data von Maneesoonthorn, Worapree, Frazier, David T, Martin, Gael M

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Optimal probabilistic forecasts for risk management von Sun, Yuru, Maneesoonthorn, Worapree, Loaiza-Maya, Ruben, Martin, Gael M

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Natural Gradient Hybrid Variational Inference with Application to Deep Mixed Models von Zhang, Weiben, Smith, Michael Stanley, Maneesoonthorn, Worapree, Loaiza-Maya, Ruben

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