Prof. Dr. Marc Wildi

Projects

• Towards Explainable Artificial Intelligence and Machine Learning in Credit Risk Management / Team member / abgeschlossen
• Hybrid Approach for Robust Identification and Measurement of Investors Driving Corporate Sustainability and Innovation. Design of Policy Tools for Evaluating the Impact of Specific Investors and Assessing the Quality of Companies’ Investor Bases. / Project leader / abgeschlossen
• Currency hedging for SMEs and pension funds / Team member / abgeschlossen
• Modeling Writing Phases / Team member / abgeschlossen

Publications

• Wildi, Marc; McElroy, Tucker,

  2020.

  The multivariate linear prediction problem : model-based and direct filtering solutions.

  Econometrics and Statistics.

  14, pp. 112-130.

  Available from: https://doi.org/10.1016/j.ecosta.2019.12.004

• Wildi, Marc; Bundi, Nils Andri; et al.,

  2019.

  Bitcoin and market-(in)efficiency : a systematic time series approach.

  Digital Finance.

  1(1), pp. 47-65.

  Available from: https://doi.org/10.1007/s42521-019-00004-z

• Wildi, Marc; McElroy, Tucker S.,

  2019.

  The trilemma between accuracy, timeliness and smoothness in real-time signal extraction.

  International Journal of Forecasting.

  Available from: https://doi.org/10.1016/j.ijforecast.2019.03.008

• Wildi, Marc; McElroy, Tucker,

  2016.

  Optimal real-time filters for linear prediction problems.

  Journal of Time Series Econometrics.

  8(2), pp. 155-192.

  Available from: https://doi.org/10.1515/jtse-2014-0019

• McElroy, Tucker; Wildi, Marc,

  2013.

  Multi-step-ahead estimation of time series models.

  International Journal of Forecasting.

  29(3), pp. 378-394.

  Available from: https://doi.org/10.1016/j.ijforecast.2012.08.003

• Wildi, Marc,

  2011.

  Discussion : calling recessions in real time.

  International Journal of Forecasting.

  27(4), pp. 1032-1038.

  Available from: https://doi.org/10.1016/j.ijforecast.2011.03.006

• McElroy, Tucker; Wildi, Marc,

  2010.

  Signal extraction revision variances as a goodness-of-fit measure.

  Journal of Time Series Econometrics.

  2(1).

  Available from: https://doi.org/10.2202/1941-1928.1012

• Näpflin, Markus; Wildi, Marc; Sarnthein, Johannes,

  2008.

  Test–retest reliability of EEG spectra during a working memory task.

  NeuroImage.

  43(4), pp. 687-693.

  Available from: https://doi.org/10.1016/j.neuroimage.2008.08.028

• Stier, W.; Wildi, Marc,

  2002.

  About model-based time series procedures : some remarks to TRAMO/SEATS and CENSUS X-12-ARIMA.

  Allgemeines Statistisches Archiv.

  2002(86), pp. 447-458.

• Wildi, Marc,

  2005.

  Signal extraction : efficient estimation, 'unit root'-tests and early detection of turning points.

  Heidelberg:

  Springer.

  Lecture Notes in Economics and Mathematical Systems ; 547.

  ISBN 3-540-22935-3.

  Available from: https://doi.org/10.1007/b138291

• Wildi, Marc,

  1997.

  Schätzung, Diagnose und Prognose nicht-linearer SETARMA-Modelle.

  Heidelberg:

  Physica.

  Wirtschaftswissenschaftliche Beiträge ; 139.

  ISBN 3-7908-1006-1.

• Perrin, Daniel; Wildi, Marc,

  2012.

  Modeling writing phases

  .

  In:

  Learning to write effectively : current trends in European research.

  Bingley:

  Emerald.

  pp. 395-398.

• Perrin, Daniel; Wildi, Marc,

  2010.

  Statistical modeling of writing processes

  .

  In:

  Traditions of writing research.

  New York:

  Routledge.

  pp. 378-393.

• Wildi, Marc,

  2004.

  Boundary signal estimation problem

  .

  In:

  Metz, Rainer, ed.,

  Zeitreihenanalyse in der empirischen Wirtschaftsforschung : Festschrift für Winfried Stier zum 65. Geburtstag.

  Stuttgart:

  Lucius & Lucius.

  pp. 189-196.

• Escudier, J-L; Wildi, Marc; Diebolt, C.,

  2002.

  Estimation des composantes longues de la conjuncture [paper].

  In:

  La croissance économique dans le long terme : formes historiques et prospective.

  Colloque International Théorisations du Long Terme et Dépassement des Phases Dépressives, Montpellier, September 1999.

  Paris:

  L'Harmattan.

  Logiques économiques.

• Wildi, Marc,

  1999.

  Detection of compatible turning-points and signal-extraction of non-stationary time series [paper].

  In:

  Operations Research Proceedings 1998.

  International Conference on Operations Research, Zurich, 31 August - 3 September 1998.

  Heidelberg:

  Springer.

  pp. 293-299.

  Operations Research Proceedings ; 1998.

  Available from: https://doi.org/10.1007/978-3-642-58409-1_29

• Wildi, Marc,

  1998.

  Estimation of AR- and MA-parameters of non-Linear SETARMA-processes [paper].

  In:

  Operations Research Proceedings 1997 : Selected Papers of the Symposium on Operations Research (SOR’97) Jena, September 3-5, 1997.

  Symposium on Operations Research (SOR’97), Jena, Deutschland, 3-5 September 1997.

  Berlin:

  Springer.

  pp. 212-217.

  Operations Research Proceedings ; 1997.

  Available from: https://doi.org/10.1007/978-3-642-58891-4_33

• Wildi, Marc,

  1998.

  Forecasting non-stationary financial data with OIIR-filters and composed threshold models [paper].

  In:

  Decision technologies for computational finance : proceedings of the Fifth International Conference Computational Finance.

  5th International Conference Computational Finance, London, United Kingdom, 15-17 December 1997.

  Boston:

  Springer.

  pp. 391-402.

  Advances in computational management science ; 2.

  Available from: https://doi.org/10.1007/978-1-4615-5625-1_31

• Wildi, Marc,

  2018.

  Real time trend extraction and seasonal adjustment

  .

  In:

  Handbook on seasonal adjustment.

  Luxembourg:

  Eurostat.

  pp. 415-451.

  Available from: https://doi.org/10.2785/279605

• Perrin, Daniel; Wildi, Marc; Sick, Beate; Fürer, Mathias; Gantenbein, Thomas,

  2011.

  From walking to jumping : statistical modeling of writing processes [paper].

  In:

  Proceedings of the JACET 50th commemorative international convention.

  JACET 50th Commemorative International Convention, Fukuoka, Japan, 30 August - 2 September 2011.

• Wildi, Marc; Heitz, Christoph; Strankmann, Manfred; Ruckstuhl, Andreas,

  2006.

  Neuer Studiengang Wirtschaftsingenieurwesen : von IDP zu WI.

  ZHWInfo.

  28, pp. 28.

• Wildi, Marc; Schips, Bernd,

  2004.

  Signal extraction: how (in)efficient are model-based approaches? : an empirical study based on TRAMO/SEATS and census X-12-ARIMA.

  KOF Working Papers

  ; 96.

  Zurich:

  ETH Zurich.

  Available from: https://doi.org/10.3929/ethz-a-004957347

• Stier, Winfried; Wildi, Marc,

  2001.

  Signalextraktion und aktuelle Konjunkturdiagnose

  .

  In:

  Furrer, Jürg, ed.,

  Aspekte der schweizerischen Wirtschaftspolitik : Festschrift für Franz Jäger.

  Chur:

  Rüegger.

  pp. 93-100.

• Stier, Winfried; Wildi, Marc,

  1998.

  Signal extraction and detection of turning-points.

  ifo Studien : Zeitschrift für empirische Wirtschaftsforschung.

  44, pp. 10.

• Fürer, Mathias; Gantenbein, Thomas; Perrin, Daniel; Sick, Beate; Wildi, Marc,

  2012.

  Modeling writing phases : interdisciplinary method building – an interim report.

  In:

  7. Tage der Schweizer Linguistik, Lugano, 13.-14. September 2012.

• Perrin, Daniel; Wildi, Marc,

  2008.

  Statistical modeling of writing processes.

  In:

  5. Tage der Schweizer Linguistik, Winterthur, 20.-21. November 2008.

• Perrin, Daniel; Wildi, Marc,

  2008.

  Cumulated deviation of a linear trend : statistical modeling of writing processes.

  In:

  11th International Conference of the EARLI Special Interest Group on Writing (SIG Writing 2008), Lund, Sweden, 11-13 June 2008.

• Perrin, Daniel; Wildi, Marc,

  2008.

  Cumulated deviation of a linear trend : describing writing phases with statistical tools.

  In:

  International Conference on Writing Research: Writing Research across Borders, Santa Barbara, USA, 22-24 February 2014.

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