This Chapter discusses estimation, specification testing, and model selection of predictive density models. In particular, predictive density estimation is briefly discussed. And a variety of different specifications and model evaluation tests due to various authors including Christoffersen and...

Forecasters and applied econometricians are often interested in comparing the predictive accuracy of nested competing models. A leading example of nestedness is when predictive ability is equated with "out-of-sample Granger causalityʺ. In particular, it is often of interest to assess whether...

"This book explores the latest development of optimization techniques. It shows the application of optimization in new fields such as big data, artificial intelligence, etc. The application of hybrid optimization techniques and stochastic optimization are explored"--

"This book offers an outlook of the most recent works at the field of the Artificial Neural Networks (ANN), including theoretical developments and applications of systems using intelligent characteristics for adaptability"--Provided by publisher.