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ORCIDRichard Gerlach
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2020 – today
- 2023
[i5]Chen Liu, Minh-Ngoc Tran, Chao Wang, Richard Gerlach
, Robert Kohn:
DeepVol: A Deep Transfer Learning Approach for Universal Asset Volatility Modeling. CoRR abs/2309.02072 (2023)- 2022
- [j20]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): 1-15 (2022) - 2021
- [j19]Suman Saha, Junbin Gao, Richard Gerlach:
Stock Ranking Prediction Using List-Wise Approach and Node Embedding Technique. IEEE Access 9: 88981-88996 (2021) - [j18]Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach:
Manifold Optimization-Assisted Gaussian Variational Approximation. J. Comput. Graph. Stat. 30(4): 946-957 (2021) - [c1]Suman Saha, Junbin Gao, Richard Gerlach:
Stock Movement Prediction on Ex-Dividend Day Using Event Specific Features and Machine Learning Techniques. IJCNN 2021: 1-10 - 2020
- [j17]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: 106380 (2020) - [i4]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 abs/2001.08374 (2020)
2010 – 2019
- 2019
- [i3]Nick James, Román Marchant, Richard Gerlach, Sally Cripps:
Bayesian Nonparametric Adaptive Spectral Density Estimation for Financial Time Series. CoRR abs/1902.03350 (2019) - [i2]Bingxin Zhou, Junbin Gao, Minh-Ngoc Tran, Richard Gerlach:
Manifold Optimisation Assisted Gaussian Variational Approximation. CoRR abs/1902.03718 (2019) - 2018
- [i1]Maria Jofre, Richard Gerlach:
Fighting Accounting Fraud Through Forensic Data Analytics. CoRR abs/1805.02840 (2018) - 2016
- [j16]Richard Gerlach, Shelton Peiris, Edward M. H. Lin:
Bayesian estimation and inference for log-ACD models. Comput. Stat. 31(1): 25-48 (2016) - 2014
- [j15]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: 194-209 (2014) - [j14]Kok Haur 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): 3323-3332 (2014) - 2013
- [j13]Cathy W. S. Chen, Richard Gerlach:
Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. Comput. Stat. 28(3): 1103-1131 (2013) - 2012
- [j12]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): 3498-3516 (2012) - 2011
- [j11]Cathy W. S. Chen, Feng-Chi Liu, Richard Gerlach:
Bayesian subset selection for threshold autoregressive moving-average models. Comput. Stat. 26(1): 1-30 (2011) - [j10]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): 395-414 (2011) - 2010
- [j9]Stephanie Powers, Richard Gerlach, James D. Stamey:
Bayesian variable selection for Poisson regression with underreported responses. Comput. Stat. Data Anal. 54(12): 3289-3299 (2010)
2000 – 2009
- 2009
- [j8]Cathy W. S. Chen, Richard Gerlach, D. C. M. Wei:
Bayesian causal effects in quantiles: Accounting for heteroscedasticity. Comput. Stat. Data Anal. 53(6): 1993-2007 (2009) - [j7]YiHao Lai, Cathy W. S. Chen, Richard Gerlach:
Optimal dynamic hedging via copula-threshold-GARCH models. Math. Comput. Simul. 79(8): 2609-2624 (2009) - [j6]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): 2654-2664 (2009) - 2008
- [j5]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): 2990-3010 (2008) - [j4]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): 489-499 (2008) - [j3]Richard Gerlach, Cathy W. S. Chen:
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Stat. Comput. 18(4): 391-408 (2008) - 2007
- [j2]James D. Stamey, Richard Gerlach:
Bayesian sample size determination for case-control studies with misclassification. Comput. Stat. Data Anal. 51(6): 2982-2992 (2007) - 2006
- [j1]Cathy W. S. Chen, Richard Gerlach, Mike K. P. So:
Comparison of nonnested asymmetric heteroskedastic models. Comput. Stat. Data Anal. 51(4): 2164-2178 (2006)
Coauthor Index
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