David Ardia

Publication Activity (10 Years)

Years Active: 2009-2024
Publications (10 Years): 9

Top Topics

Portfolio Selection

Greenhouse Gases

Risk Evaluation

Top Venues

J. Open Source Softw.

Ann. Oper. Res.

Publications

David Ardia, Keven Bluteau
Optimal Text-Based Time-Series Indices. CoRR (2024)
David Ardia, Keven Bluteau, Kris Boudt, Koen Inghelbrecht
Climate Change Concerns and the Performance of Green vs. Brown Stocks. Manag. Sci. 69 (12) (2023)
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
The R package sentometrics to compute, aggregate and predict with textual sentiment. CoRR (2021)
David Ardia, Keven Bluteau, Samuel Borms, Kris Boudt
The R Package sentometrics to Compute, Aggregate, and Predict with Textual Sentiment. J. Stat. Softw. 99 (2) (2021)
Emanuele Guidotti, David Ardia
COVID-19 Data Hub. J. Open Source Softw. 5 (51) (2020)
David Ardia, Kris Boudt, Leopoldo Catania
Downside Risk Evaluation with the R Package GAS. R J. 10 (2) (2018)
David Ardia, Keven Bluteau
nse: Computation of Numerical Standard Errors in R. J. Open Source Softw. 2 (10) (2017)
David Ardia, Kris Boudt, Jean-Philippe Gagnon-Fleury
RiskPortfolios: Computation of Risk-Based Portfolios in R. J. Open Source Softw. 2 (10) (2017)
David Ardia, Guido Bolliger, Kris Boudt, Jean-Philippe Gagnon-Fleury
The impact of covariance misspecification in risk-based portfolios. Ann. Oper. Res. 254 (1-2) (2017)
David Ardia, Nalan Bastürk, Lennart F. Hoogerheide, Herman K. van Dijk
A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood. Comput. Stat. Data Anal. 56 (11) (2012)
David Ardia, Kris Boudt, Peter Carl, Katharine M. Mullen, G. Brian G. Peterson
Differential Evolution with DEoptim. R J. 3 (1) (2011)
David Ardia, Lennart F. Hoogerheide
Bayesian Estimation of the GARCH(1, 1) Model with Student-t Innovations. R J. 2 (2) (2010)
David Ardia, Lennart F. Hoogerheide, Herman K. van Dijk
AdMit. R J. 1 (1) (2009)