Add to ORKGAbstract. In this paper for a credit cards payment system as robust predictor of transactions number and transactions intensity is proposed by means of functional autoregressive model. Intraday economic time series are treated as random continuous functions projected onto low dimensional subspace. Both B-splines and Fourier bases are considered for data smoothing
We introduce a new approach for modeling the time varying behavior and time series evolution of asse...
Modern consumer lending, which is carried out by banks, financial companies, and, to a lesser extent...
This chapter is an account of the recent research that deals with curves observed consecutively over...
In this paper for a credit cards payment system as robust predictor of transactions number and trans...
AbstractThe functional autoregressive process has become a useful tool in the analysis of functional...
The cash management deals with problem of automating and managing cash flow processes. Optimization...
The cash management deals with problem of automating and managing cash-flow processes. Optimization ...
The class of Functional Signal plus Noise (FSN) models is introduced that provides a new, general me...
A functional method for time series forecasting is presented. Based on the splitting of the past dyn...
This paper proposes a new approach to modeling financial transactions data. A new model for discrete...
The class of Functional Signal plus Noise (FSN) models is introduced that provides a new, general me...
The class of functional signal plus noise (FSN) models is introduced that provides a new, general me...
In big data era, available information becomes massive and complex and is often observed over time....
ABSTRACT. We propose a global smoothing method based on polynomial splines for the es-timation of fu...
This research deals with some statistical modeling problems that are motivated by credit risk analys...
We introduce a new approach for modeling the time varying behavior and time series evolution of asse...
Modern consumer lending, which is carried out by banks, financial companies, and, to a lesser extent...
This chapter is an account of the recent research that deals with curves observed consecutively over...
In this paper for a credit cards payment system as robust predictor of transactions number and trans...
AbstractThe functional autoregressive process has become a useful tool in the analysis of functional...
The cash management deals with problem of automating and managing cash flow processes. Optimization...
The cash management deals with problem of automating and managing cash-flow processes. Optimization ...
The class of Functional Signal plus Noise (FSN) models is introduced that provides a new, general me...
A functional method for time series forecasting is presented. Based on the splitting of the past dyn...
This paper proposes a new approach to modeling financial transactions data. A new model for discrete...
The class of Functional Signal plus Noise (FSN) models is introduced that provides a new, general me...
The class of functional signal plus noise (FSN) models is introduced that provides a new, general me...
In big data era, available information becomes massive and complex and is often observed over time....
ABSTRACT. We propose a global smoothing method based on polynomial splines for the es-timation of fu...
This research deals with some statistical modeling problems that are motivated by credit risk analys...
We introduce a new approach for modeling the time varying behavior and time series evolution of asse...
Modern consumer lending, which is carried out by banks, financial companies, and, to a lesser extent...
This chapter is an account of the recent research that deals with curves observed consecutively over...