PEDIO, MANUELA
PEDIO, MANUELA
DIPARTIMENTO DI ECONOMIA, METODI QUANTITATIVI E STRATEGIE DI IMPRESA
Chapter 2: Natural Language Processing and Stock Returns
2024 Pedio, M
The dynamics of returns predictability in cryptocurrency markets
2023 Bianchi, D; Guidolin, M; Pedio, M
The Predictability of Real Estate Excess Returns: An Out-of-Sample Economic Value Analysis
2023 Guidolin, M; Pedio, M; Petrova, M
Forecasting: theory and practice
2022 Petropoulos, F; Apiletti, D; Assimakopoulos, V; Babai, M; Barrow, D; Ben Taieb, S; Bergmeir, C; Bessa, R; Bijak, J; Boylan, J; Browell, J; Carnevale, C; Castle, J; Cirillo, P; Clements, M; Cordeiro, C; Cyrino Oliveira, F; De Baets, S; Dokumentov, A; Ellison, J; Fiszeder, P; Franses, P; Frazier, D; Gilliland, M; Gonul, M; Goodwin, P; Grossi, L; Grushka-Cockayne, Y; Guidolin, M; Guidolin, M; Gunter, U; Guo, X; Guseo, R; Harvey, N; Hendry, D; Hollyman, R; Januschowski, T; Jeon, J; Jose, V; Kang, Y; Koehler, A; Kolassa, S; Kourentzes, N; Leva, S; Li, F; Litsiou, K; Makridakis, S; Martin, G; Martinez, A; Meeran, S; Modis, T; Nikolopoulos, K; Onkal, D; Paccagnini, A; Panagiotelis, A; Panapakidis, I; Pavia, J; Pedio, M; Pedregal, D; Pinson, P; Ramos, P; Rapach, D; Reade, J; Rostami-Tabar, B; Rubaszek, M; Sermpinis, G; Shang, H; Spiliotis, E; Syntetos, A; Talagala, P; Talagala, T; Tashman, L; Thomakos, D; Thorarinsdottir, T; Todini, E; Trapero Arenas, J; Wang, X; Winkler, R; Yusupova, A; Ziel, F
Switching Coefficients or Automatic Variable Selection: An Application in Forecasting Commodity Returns
2022 Guidolin, M; Pedio, M
Does the cost of private debt respond to monetary policy? Heteroskedasticity-based identification in a model with regimes
2021 Guidolin, M; Massagli, V; Pedio, M
Essays on the Time Series and Cross-Sectional Predictive Power of Network-Based Volatility Spillover Measures
2021 Pedio, M
Forecasting commodity futures returns with stepwise regressions: Do commodity-specific factors help?
2021 Guidolin, M; Pedio, M
Media Attention vs. Sentiment as Drivers of Conditional Volatility Predictions: An Application to Brexit
2021 Guidolin, M; Pedio, M
Sharpening the accuracy of credit scoring models with machine learning algorithms
2021 Guidolin, M; Pedio, M
Time-varying price discovery in sovereign credit markets
2021 Guidolin, M; Pedio, M; Tosi, A
Can Big Data Help to Predict Conditional Stock Market Volatility? An Application to Brexit
2020 Bellini, V; Guidolin, M; Pedio, M
Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?
2020 Berglund, A; Guidolin, M; Pedio, M
Forecasting and trading monetary policy effects on the riskless yield curve with regime switching Nelson–Siegel models
2019 Guidolin, M; Pedio, M