Concepedia
Statistics
Publications
7
Citations
368
H-Index
Active since
2019
Affiliations
Aarhus University(Current)
Federal Reserve Bank of Atlanta
Danish National Research Foundation
Daniel Borup is an author at Aarhus University specializing in finance, engineering, and business.
Top concepts
FinanceBusinessEngineeringStatisticsForecastingAsset PricingFinancial EconomicsPredictive AnalyticsTime Series EconometricsEconomics
Publications per year
2019–2024
Targeting predictors in random forest regression
Daniel Borup, Bent Jesper Christensen, Nicolaj Søndergaard Mühlbach et al. · International Journal of Forecasting · 2022 · 159 citations
Engineering, Machine Learning, Data Science +7
In Search of a Job: Forecasting Employment Growth Using Google Trends
Daniel Borup, Erik Christian Montes Schütte · Journal of Business and Economic Statistics · 2020 · 103 citations
Capturing volatility persistence: a dynamically complete realized EGARCH-MIDAS model
Daniel Borup, Johan Stax Jakobsen · Quantitative Finance · 2019 · 44 citations · Full text
Volatility Modeling, Engineering, Time Series Econometrics +18
Mixed-frequency machine learning: Nowcasting and backcasting weekly initial claims with daily internet search volume data
Daniel Borup, David E. Rapach, Erik Christian Montes Schütte · International Journal of Forecasting · 2022 · 23 citations · Full text
Asset pricing with data revisions
Daniel Borup, Erik Christian Montes Schütte · Journal of Financial Markets · 2021 · 14 citations
Computational Finance, Asset Pricing, Derivative Pricing +3
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