Richard Gerlach

According to our database, Richard Gerlach authored at least 26 papers between 2006 and 2023.

Collaborative distances:

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

2023

DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling.

Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Robert Kohn

CoRR, 2023

2022

A survey of the application of graph-based approaches in stock market analysis and prediction.

Suman Saha, Junbin Gao, Richard Gerlach

Int. J. Data Sci. Anal., 2022

2021

Manifold Optimization-Assisted Gaussian Variational Approximation.

Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach

J. Comput. Graph. Stat., 2021

Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique.

Suman Saha, Junbin Gao, Richard Gerlach

IEEE Access, 2021

Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques.

Suman Saha, Junbin Gao, Richard Gerlach

Proceedings of the International Joint Conference on Neural Networks, 2021

2020

A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting.

Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Junbin Gao

CoRR, 2020

Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion.

Mahdi Abolghasemi, Eric J. Beh, Garth Tarr, Richard Gerlach

Comput. Ind. Eng., 2020

2019

Manifold Optimisation Assisted Gaussian Variational Approximation.

Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach

CoRR, 2019

Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series.

Nick James, Román Marchant, Richard Gerlach, Sally Cripps

CoRR, 2019

2018

Fighting Accounting Fraud Through Forensic Data Analytics.

Maria Jofre, Richard Gerlach

CoRR, 2018

2016

Bayesian estimation and inference for log-ACD models.

Richard Gerlach, Shelton Peiris, Edward M. H. Lin

Comput. Stat., 2016

2014

Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application.

Kok Haur Ng, Shelton Peiris, Richard Gerlach

Expert Syst. Appl., 2014

Bayesian estimation of smoothly mixing time-varying parameter GARCH models.

Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin

Comput. Stat. Data Anal., 2014

2013

Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity.

Cathy W. S. Chen, Richard Gerlach

Comput. Stat., 2013

2012

Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution.

Qian Chen, Richard Gerlach, Zudi Lu

Comput. Stat. Data Anal., 2012

2011

A comparison of estimators for regression models with change points.

Cathy W. S. Chen, Jennifer So-Kuen Chan, Richard Gerlach, William Y. L. Hsieh

Stat. Comput., 2011

Bayesian subset selection for threshold autoregressive moving-average models.

Cathy W. S. Chen, Feng-Chi Liu, Richard Gerlach

Comput. Stat., 2011

2010

Bayesian variable selection for Poisson regression with underreported responses.

Stephanie Powers, Richard Gerlach, James D. Stamey

Comput. Stat. Data Anal., 2010

2009

Optimal dynamic hedging via copula-threshold-GARCH models.

YiHao Lai, Cathy W. S. Chen, Richard Gerlach

Math. Comput. Simul., 2009

The impact of structural breaks on the integration of the ASEAN-5 stock markets.

Cathy W. S. Chen, Richard Gerlach, Nick Y. P. Cheng, Y. L. Yang

Math. Comput. Simul., 2009

Bayesian causal effects in quantiles: Accounting for heteroscedasticity.

Cathy W. S. Chen, Richard Gerlach, D. C. M. Wei

Comput. Stat. Data Anal., 2009

2008

Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models.

Richard Gerlach, Cathy W. S. Chen

Stat. Comput., 2008

Testing for nonlinearity in mean and volatility for heteroskedastic models.

Cathy W. S. Chen, Richard Gerlach, Amanda P. J. Tai

Math. Comput. Simul., 2008

Volatility forecasting using threshold heteroskedastic models of the intra-day range.

Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin

Comput. Stat. Data Anal., 2008

2007

Bayesian sample size determination for case-control studies with misclassification.

James D. Stamey, Richard Gerlach

Comput. Stat. Data Anal., 2007

2006

Comparison of nonnested asymmetric heteroskedastic models.

Cathy W. S. Chen, Richard Gerlach, Mike K. P. So

Comput. Stat. Data Anal., 2006