1.
Interfacing Learning Methods for Anomaly Detection in Multi-Country Financial Stress Indicators
Gu, Xing ; Mamon, Rogemar ; Duprey, Thibaut
This paper presents a novel ensemble supervised learning classification model designed for the early detection of financial stability anomalies. In particular, we utilise[...]
2024 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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2.
Modelling Exchange-Driven Fish Price Dynamics
Xiang, Rui ; Jones, Colin ; Mamon, Rogemar ; Chavez, Marierose
Purpose: This paper aims to put forward and compare two accessible approaches to model and forecast spot prices in the fishing industry. The first modelling approach is a[...]
2021 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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3.
Online Estimation for a Predictive Analytics Platform with a Financial-Stability-Analysis Application
Gu, Xing ; Mamon, Rogemar ; Duprey, Thibaut ; Xiong, Heng
An online parameter estimation via filtering recursions is constructed to support a data-analytics scheme in the predictive domain. Multivariate financial market indices [...]
2021 | Journal Article | Peer-Reviewed Publications - Publications à comité de lecture |
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4.
Supplementary data for "Online estimation for a predictive analytics platform with a financial-stability-analysis application"
Gu, Xing ; Mamon, Rogemar ; Duprey, Thibaut ; Xiong, Heng
Supplementary data for peer-reviewed article published in European Journal of Control. Paper published online June 12, 2020. When citing this dataset, please also cite th[...]
2021 | Dataset | Reproducibility Package - Ensemble de données pour la reproductibilité des résultats de recherche |
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