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Forecasting Chinese stock market volatility with option-implied risk aversion : evidence from extended realized EGARCH-MIDAS approach

Wu, Xinyu; Qian, Jia; Zhao, Xiaohan - In: Pacific-Basin finance journal 83 (2024), pp. 1-23

Persistent link: https://www.econbiz.de/10014491122

Forecasting conditional volatility based on hybrid GARCH-type models with long memory, regime switching, leverage effect and heavy-tail : further evidence from equity market

Huang, Yirong; Luo, Yi - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-18

Persistent link: https://www.econbiz.de/10014534834

Forecasting CPI with multisource data : the value of media and internet information

Zheng, Tingguo; Fan, Xinyue; Jin, Wei; Fang, Kuangnan - In: Journal of forecasting 43 (2024) 3, pp. 702-753

Persistent link: https://www.econbiz.de/10014532380

Forecasting crude oil market volatility : a comprehensive look at uncertainty variables

Wen, Danyan; He, Mengxi; Wang, Yudong; Zhang, Yaojie - In: International journal of forecasting 40 (2024) 3, pp. 1022-1041

Persistent link: https://www.econbiz.de/10014547251

Forecasting cryptocurrencies' price with the financial stress index : a graph neural network prediction strategy

Yin, Wei; Chen, Ziling; Luo, Xinxin; Kirkulak-Uludag, Berna - In: Applied economics letters 31 (2024) 7, pp. 630-639

Persistent link: https://www.econbiz.de/10014557817

Forecasting day-ahead electricity prices with spatial dependence

Yang, Yifan; Guo, Ju'e; Li, Yi; Zhou, Jiandong - In: International journal of forecasting 40 (2024) 3, pp. 1255-1270

Persistent link: https://www.econbiz.de/10014547277

Forecasting demand and consumer behaviour on the car market (case of Ukraine and Slovakia)

Parkhomenko, Nataliia; Štarchoň, Peter; Vilcekova, Lucia - In: International journal of services, economics and management 15 (2024) 2, pp. 158-177

Persistent link: https://www.econbiz.de/10015069612

Forecasting demand using recurrent neural networks (RNN)

Hondoma, Thanks - In: AI-driven marketing research and data analytics, (pp. 197-215). 2024

Persistent link: https://www.econbiz.de/10014558923

Forecasting earnings using k-nearest neighbors

Easton, Peter D.; Kapons, Martin M.; Monahan, Steven J.; … - In: The accounting review : a publication of the American … 99 (2024) 3, pp. 115-140

Persistent link: https://www.econbiz.de/10014536452

Forecasting economic activity using a neural network in uncertain times: Monte Carlo evidence and application to the German GDP

Holtemöller, Oliver; Kozyrev, Boris - 2024

In this study, we analyzed the forecasting and nowcasting performance of a generalized regression neural network (GRNN). We provide evidence from Monte Carlo simulations for the relative forecast performance of GRNN depending on the data-generating process. We show that GRNN outperforms an...

Persistent link: https://www.econbiz.de/10014502562