James W. Taylor

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Person:857372

Available identifiers

zbMath Open taylor.james-wMaRDI QIDQ857372

List of research outcomes





PublicationDate of PublicationType
Using auto-regressive logit models to forecast the exceedance probability for financial risk management2025-01-10Paper
Forecasting Value at Risk and Expected Shortfall Using a Semiparametric Approach Based on the Asymmetric Laplace Distribution2024-11-08Paper
Feature importance in the age of explainable AI: case study of detecting fake news \& misinformation via a multi-modal framework2024-07-16Paper
Combining probabilistic forecasts of COVID-19 mortality in the United States2022-09-09Paper
Hierarchical Probabilistic Forecasting of Electricity Demand With Smart Meter Data2021-03-30Paper
Estimating value-at-risk and expected shortfall using the intraday low and range data2019-09-09Paper
Using CAViaR Models with Implied Volatility for Value‐at‐Risk Estimation2018-10-11Paper
Probabilistic forecasting of wave height for offshore wind turbine maintenance2018-05-30Paper
Probabilistic forecasting of wind power ramp events using autoregressive logit models2018-05-25Paper
Using Conditional Kernel Density Estimation for Wind Power Density Forecasting2013-04-22Paper
A Comparison of Univariate Time Series Methods for Forecasting Intraday Arrivals at a Call Center2012-02-29Paper
A Quantile Regression Approach to Generating Prediction Intervals2012-02-12Paper
Triple seasonal methods for short-term electricity demand forecasting2010-01-15Paper
Forecasting daily supermarket sales using exponentially weighted quantile regression2006-12-14Paper
Short-term electricity demand forecasting using double seasonal exponential smoothing2005-04-04Paper
Using combined forecasts with changing weights for electricity demand profiling2005-01-07Paper
Review of guidelines for the use of combined forecasts2001-01-30Paper
Combining forecast quantiles using quantile regression: Investigating the derived weights, estimator bias and imposing constraints1999-11-11Paper

Research outcomes over time

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