Laurent Callot

Criteria for classifying forecasting methods

Tim Januschowski, Jan Gasthaus, Yuyang Wang et al. · International Journal of Forecasting · 2019 · 202 citations

Computing, Meteorology, Forecasting +11

Modeling and Forecasting Large Realized Covariance Matrices and Portfolio Choice

Laurent Callot, Anders Kock, Marcelo C. Medeiros · Journal of Applied Econometrics · 2016 · 105 citations · Full text

Business, Economics, Finance +17

Neural forecasting: Introduction and literature overview.

Konstantinos Benidis, Syama Sundar Rangapuram, Valentín Flunkert et al. · arXiv (Cornell University) · 2020 · 71 citations · Full text

Computing, Computer Science, Industrial Engineering +15

High-Dimensional Multivariate Forecasting with Low-Rank Gaussian Copula\n Processes

David Salinas, Michael Bohlke‐Schneider, Laurent Callot et al. · arXiv (Cornell University) · 2019 · 67 citations · Full text

Business, Finance, Forecasting +16

Oracle Inequalities for High Dimensional Vector Autoregressions

Anders Kock, Laurent Callot · SSRN Electronic Journal · 2012 · 56 citations · Full text

Computing, Computer Science, Econometrics +9