David Ardia

According to our database, David Ardia authored at least 12 papers between 2009 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2024

Optimal Text-Based Time-Series Indices.

David Ardia, Keven Bluteau

CoRR, 2024

2023

Climate Change Concerns and the Performance of Green vs. Brown Stocks.

David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht

Manag. Sci., December, 2023

2021

The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment.

David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt

J. Stat. Softw., 2021

2020

COVID-19 Data Hub.

Emanuele Guidotti, David Ardia

J. Open Source Softw., 2020

2018

Downside Risk Evaluation with the R Package GAS.

David Ardia, Kris Boudt, Leopoldo Catania

R J., 2018

2017

RiskPortfolios: Computation of Risk-Based Portfolios in R.

David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury

J. Open Source Softw., 2017

nse: Computation of Numerical Standard Errors in R.

David Ardia, Keven Bluteau

J. Open Source Softw., 2017

The impact of covariance misspecification in risk-based portfolios.

David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury

Ann. Oper. Res., 2017

2012

A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood.

David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk

Comput. Stat. Data Anal., 2012

2011

Differential Evolution with DEoptim.

David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson

R J., 2011

2010

Bayesian Estimation of the GARCH(1, 1) Model with Student-t Innovations.

David Ardia, Lennart F. Hoogerheide

R J., 2010

2009

AdMit.

David Ardia, Lennart F. Hoogerheide, Herman K. van Dijk

R J., 2009