ProfessorsProfessors of Aarhus UniversitetDaniel Borup

Daniel Borup

Aarhus Universitet

H-index: 8

Europe-Denmark

About Daniel Borup

Daniel Borup, With an exceptional h-index of 8 and a recent h-index of 8 (since 2020), a distinguished researcher at Aarhus Universitet, specializes in the field of Machine Learning, Financial Econometrics, Financial Economics, Forecasting.

His recent articles reflect a diverse array of research interests and contributions to the field:

Tell me a story: Quantifying economic narratives and their role during COVID-19

In search of a job: Forecasting employment growth using Google Trends

The anatomy of out-of-sample forecasting accuracy

Immunization with consistent term structure dynamics

Targeting predictors in random forest regression

Predicting bond return predictability

Stock market volatility and public information flow: A non-linear perspective

Predictive Regressions under Arbitrary Persistence and Stock Return Predictability

Daniel Borup Information

University	Aarhus Universitet
Position	CREATES Danish Finance Institute
Citations(all)	240
Citations(since 2020)	239
Cited By	40
hIndex(all)	8
hIndex(since 2020)	8
i10Index(all)	8
i10Index(since 2020)	8
Email	Access Email
University Profile Page	Aarhus Universitet
Google Scholar	View Google Scholar Profile

Daniel Borup Skills & Research Interests

Machine Learning

Financial Econometrics

Financial Economics

Forecasting

Top articles of Daniel Borup

Title	Journal	Author(s)	Publication Date
Tell me a story: Quantifying economic narratives and their role during COVID-19		Daniel Borup J Hansen Benjamin Liengaard Erik CM Schütte	2023
In search of a job: Forecasting employment growth using Google Trends	Journal of Business and Economic Statistics	Daniel Borup Erik Christian Montes Schütte	2022
The anatomy of out-of-sample forecasting accuracy		Daniel Borup Philippe Goulet Coulombe David Rapach Erik Christian Montes Schütte Sander Schwenk-Nebbe	2022/11/16
Immunization with consistent term structure dynamics		Daniel Borup Bent Jesper Christensen Jorge Wolfgang Hansen	2022/7/15
Targeting predictors in random forest regression	International Journal of Forecasting, forthcoming	Daniel Borup Bent Jesper Christensen Nicolaj N Mühlbach Mikkel S Nielsen	2022
Predicting bond return predictability	Management Science, forthcoming	Daniel Borup Jonas N Eriksen Mads Markvart Kjær Martin Thyrsgaard	2022
Stock market volatility and public information flow: A non-linear perspective	Economics Letters	Kristoffer Pons Bertelsen Daniel Borup Johan Stax Jakobsen	2021/7/1
Predictive Regressions under Arbitrary Persistence and Stock Return Predictability	Available at SSRN 3802472	Daniel Borup Bent Jesper Christensen Yunus Emre Ergemen	2021/3/11
Asset pricing with data revisions	Journal of Financial Markets	Daniel Borup Erik Christian Montes Schütte	2022