Projects per year
Personal profile
Expertise related to UN Sustainable Development Goals
In 2015, UN member states agreed to 17 global Sustainable Development Goals (SDGs) to end poverty, protect the planet and ensure prosperity for all. This person’s work contributes towards the following SDG(s):
Research area keywords
- Bayesian Inference
- Time Series Forecasting
- Volatility Modelling
- Financial Econometrics
Collaborations and top research areas from the last five years
Recent external collaboration on country/territory level. Dive into details by clicking on the dots or
-
Loss-based Bayesian Prediction
Maneesoonthorn, O. (Primary Chief Investigator (PCI)), Martin, G. (Chief Investigator (CI)), Frazier, D. (Chief Investigator (CI)) & Hyndman, R. (Chief Investigator (CI))
19/06/20 → 18/06/25
Project: Research
-
Property Price Index Development
Maneesoonthorn, O. (Primary Chief Investigator (PCI))
15/10/22 → 30/05/23
Project: Research
-
Large skew-t copula models and asymmetric dependence in intraday equity returns
Deng, L., Smith, M. S. & Maneesoonthorn, W., 2025, In: Journal of Business and Economic Statistics. 43, 2, p. 269-285 17 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
Bayesian forecasting in economics and finance: a modern review
Martin, G. M., Frazier, D. T., Maneesoonthorn, W., Loaiza-Maya, R., Huber, F., Koop, G., Maheu, J., Nibbering, D. & Panagiotelis, A., Apr 2024, In: International Journal of Forecasting. 40, 2, p. 811-839 29 p.Research output: Contribution to journal › Review Article › Research › peer-review
11 Citations (Scopus) -
Natural gradient hybrid variational inference with application to deep mixed models
Zhang, W., Smith, M., Maneesoonthorn, W. & Loaiza-Maya, R., 2024, In: Statistics and Computing. 34, 6, 17 p., 185.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile -
ABC of the future
Pesonen, H., Simola, U., Köhn-Luque, A., Vuollekoski, H., Lai, X., Frigessi, A., Kaski, S., Frazier, D. T., Maneesoonthorn, W., Martin, G. M. & Corander, J., Aug 2023, In: International Statistical Review. 91, 2, p. 243-268 26 p.Research output: Contribution to journal › Article › Research › peer-review
Open AccessFile5 Citations (Scopus) -
Optimal probabilistic forecasts: when do they work?
Martin, G. M., Loaiza-Maya, R., Maneesoonthorn, W., Frazier, D. T. & Ramírez-Hassan, A., Jan 2022, In: International Journal of Forecasting. 38, 1, p. 384-406 23 p.Research output: Contribution to journal › Article › Research › peer-review
11 Citations (Scopus)