an out-of-sample forecasting exercise, the paper shows that the proposed approach performs well as compared to other well …

Factor Forests (DFF) for macroeconomic forecasting, which synthesize the recent machine learning, dynamic factor model and … proposed in Zeileis, Hothorn and Hornik (2008). DFTs and DFFs are non-linear and state-dependent forecasting models, which … powerful tree-based machine learning ensembles conditional on the state of the business cycle. The out-of-sample forecasting …

markets. We analyze the respective forecasting accuracy and our results indicate that there exist substantial differences …

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …

' profitability forecasting, techniques, and most appropriate models to improve the correctness of predicting and acquiring more … forecasting. It conducts investigations for the relevant studies, using regression analysis, necessary tests, ascertains …

walk model suggests that the forecasting performance of the monetary model is superior. …

partial least squares (PLS) regression to extract dynamic factors from the data set. Our forecasting analysis considers ten …