Access Statistics for Marcin Chlebus

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparison of tree-based models performance in prediction of marketing campaign results using Explainable Artificial Intelligence tools 4 23 23 23 17 59 59 59
EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk 0 0 0 43 0 0 4 65
HRP performance comparison in portfolio optimization under various codependence and distance metrics 7 9 9 9 6 9 9 9
Is CAViaR model really so good in Value at Risk forecasting? Evidence from evaluation of a quality of Value-at-Risk forecasts obtained based on the: GARCH(1,1), GARCH-t(1,1), GARCH-st(1,1), QML-GARCH(1,1), CAViaR and the historical simulation models depending on the stability of financial markets 6 13 41 149 13 27 133 313
Novel multilayer stacking framework with weighted ensemble approach for multiclass credit scoring problem application 0 3 20 20 0 7 11 11
Nvidia’s stock returns prediction using machine learning techniques for time series forecasting problem 22 23 23 23 24 27 27 27
Old-fashioned parametric models are still the best. A comparison of Value-at-Risk approaches in several volatility states 28 33 44 74 45 59 86 94
One-Day Prediction of State of Turbulence for Portfolio. Models for Binary Dependent Variable 0 0 0 40 0 1 10 60
Size does matter. A study on the required window size for optimal quality market risk models 1 6 12 12 3 8 14 14
So close and so far. Finding similar tendencies in econometrics and machine learning papers. Topic models comparison 0 11 11 11 1 11 11 11
Towards better understanding of complex machine learning models using Explainable Artificial Intelligence (XAI) - case of Credit Scoring modelling 18 19 19 19 12 14 14 14
Total Working Papers 86 140 202 423 121 222 378 677


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Comparison of Block Maxima and Peaks Over Threshold Value-at-Risk models for market risk in various economic conditions 0 1 2 2 2 8 11 11
EWS-GARCH: New Regime Switching Approach to Forecast Value-at-Risk 0 0 0 1 3 7 9 18
One-day prediction of state of turbulence for financial instrument based on models for binary dependent variable 0 0 2 13 0 1 6 42
One-day-ahead forecast of state of turbulence based on today's economic situation 0 0 0 1 0 1 4 8
Total Journal Articles 0 1 4 17 5 17 30 79


Statistics updated 2020-09-04