Search Results - subject:"FORECASTING"

High-dimensional forecasting with known knowns and known unknowns

Pesaran, M. Hashem; Smith, Ron - 2024

paper considers ways of using high-dimensional data in forecasting. We consider selecting variables from a known active set …-dimensional setting with an application to forecasting UK inflation at different horizons over the period 2020q1-2023q1. This application …

Persistent link: https://www.econbiz.de/10014469011

What drives the European carbon market? : macroeconomic factors and forecasts

Bastianin, Andrea; Mirto, Elisabetta; Qin, Yan; … - 2024

that, in this case, adding stochastic volatility can further improve the forecasting performance of a single-factor BVAR …

Persistent link: https://www.econbiz.de/10014470036

Competing in daily fantasy sports using generative models

Mlčoch, David; Hubáček, Ondřej - In: International transactions in operational research : a … 31 (2024) 3, pp. 1515-1532

Persistent link: https://www.econbiz.de/10014470559

Business applications and state-level stock market realized volatility : a forecasting experiment

Bonato, Matteo; Cepni, Oguzhan; Gupta, Rangan; … - In: Journal of forecasting 43 (2024) 2, pp. 456-472

Persistent link: https://www.econbiz.de/10014475351

Bars, lines and points : the effect of graph format on judgmental forecasting

Reimers, Stian; Harvey, Nigel - In: International journal of forecasting 40 (2024) 1, pp. 44-61

Persistent link: https://www.econbiz.de/10014450237

A review and comparison of conflict early warning systems

Rød, Espen Geelmuyden; Gåsste, Tim; Hegre, Håvard - In: International journal of forecasting 40 (2024) 1, pp. 96-112

Persistent link: https://www.econbiz.de/10014450261

Forecasting football match results using a player rating based model

Holmes, Benjamin; McHale, Ian - In: International journal of forecasting 40 (2024) 1, pp. 302-312

Persistent link: https://www.econbiz.de/10014450272

What caused the euro area post-pandemic inflation? : an application of Bernanke and Blanchard (2023)

Arce, Óscar; Ciccarelli, Matteo; Kornprobst, Antoine; … - 2024

This paper applies the semi-structural model proposed by Bernanke and Blanchard (2023) to analyse wage growth, price inflation and inflation expectations in the euro area. It is part of a broader project coordinated by Bernanke and Blanchard to provide a unified framework for analysing and...

Persistent link: https://www.econbiz.de/10014480036

A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression

Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16

giving different weights to each model. In particular, four volatility models are used in RV forecasting as basic models. For …

Persistent link: https://www.econbiz.de/10014480965

Cryptocurrency price forecasting : a comparative analysis of ensemble learning and deep learning methods

Bouteska, Ahmed; Abedin, Mohammad Zoynul; Hájek, Petr; … - In: International review of financial analysis 92 (2024), pp. 1-12

Persistent link: https://www.econbiz.de/10014492430