Richard Gerlach

Publication Activity (10 Years)

Years Active: 2006-2023
Publications (10 Years): 11

Top Topics

Variational Approximation

Specific Features

Top Venues

J. Comput. Graph. Stat.

Comput. Stat. Data Anal.

Publications

Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Robert Kohn
DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. CoRR (2023)
Suman Saha, Junbin Gao, Richard Gerlach
A survey of the application of graph-based approaches in stock market analysis and prediction. Int. J. Data Sci. Anal. 14 (1) (2022)
Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach
Manifold Optimization-Assisted Gaussian Variational Approximation. J. Comput. Graph. Stat. 30 (4) (2021)
Suman Saha, Junbin Gao, Richard Gerlach
Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique. IEEE Access 9 (2021)
Suman Saha, Junbin Gao, Richard Gerlach
Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques. IJCNN (2021)
Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach, Junbin Gao
A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting. CoRR (2020)
Mahdi Abolghasemi, Eric J. Beh, Garth Tarr, Richard Gerlach
Demand forecasting in supply chain: The impact of demand volatility in the presence of promotion. Comput. Ind. Eng. 142 (2020)
Nick James, Román Marchant, Richard Gerlach, Sally Cripps
Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. CoRR (2019)
Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach
Manifold Optimisation Assisted Gaussian Variational Approximation. CoRR (2019)
Maria Jofre, Richard Gerlach
Fighting Accounting Fraud Through Forensic Data Analytics. CoRR (2018)
Richard Gerlach, Shelton Peiris, Edward M. H. Lin
Bayesian estimation and inference for log-ACD models. Comput. Stat. 31 (1) (2016)
K. H. Ng, Shelton Peiris, Richard Gerlach
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application. Expert Syst. Appl. 41 (7) (2014)
Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
Bayesian estimation of smoothly mixing time-varying parameter GARCH models. Comput. Stat. Data Anal. 76 (2014)
Cathy W. S. Chen, Richard Gerlach
Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. Comput. Stat. 28 (3) (2013)
Qian Chen, Richard Gerlach, Zudi Lu
Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution. Comput. Stat. Data Anal. 56 (11) (2012)
Cathy W. S. Chen, Feng-Chi Liu, Richard Gerlach
Bayesian subset selection for threshold autoregressive moving-average models. Comput. Stat. 26 (1) (2011)
Cathy W. S. Chen, Jennifer So-Kuen Chan, Richard Gerlach, William Y. L. Hsieh
A comparison of estimators for regression models with change points. Stat. Comput. 21 (3) (2011)
Stephanie Powers, Richard Gerlach, James D. Stamey
Bayesian variable selection for Poisson regression with underreported responses. Comput. Stat. Data Anal. 54 (12) (2010)
Cathy W. S. Chen, Richard Gerlach, Nick Y. P. Cheng, Y. L. Yang
The impact of structural breaks on the integration of the ASEAN-5 stock markets. Math. Comput. Simul. 79 (8) (2009)
YiHao Lai, Cathy W. S. Chen, Richard Gerlach
Optimal dynamic hedging via copula-threshold-GARCH models. Math. Comput. Simul. 79 (8) (2009)
Cathy W. S. Chen, Richard Gerlach, D. C. M. Wei
Bayesian causal effects in quantiles: Accounting for heteroscedasticity. Comput. Stat. Data Anal. 53 (6) (2009)
Richard Gerlach, Cathy W. S. Chen
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Stat. Comput. 18 (4) (2008)
Cathy W. S. Chen, Richard Gerlach, Amanda P. J. Tai
Testing for nonlinearity in mean and volatility for heteroskedastic models. Math. Comput. Simul. 79 (3) (2008)
Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin
Volatility forecasting using threshold heteroskedastic models of the intra-day range. Comput. Stat. Data Anal. 52 (6) (2008)
James D. Stamey, Richard Gerlach
Bayesian sample size determination for case-control studies with misclassification. Comput. Stat. Data Anal. 51 (6) (2007)
Cathy W. S. Chen, Richard Gerlach, Mike K. P. So
Comparison of nonnested asymmetric heteroskedastic models. Comput. Stat. Data Anal. 51 (4) (2006)