, which ignore certain sources of uncertainty, may yield misleadingly sure predictions. Totest the forecast ability of our …

to forecast nonlinear ARMA model based simulated data and real data of financial returns. The forecasting ability of the … focus on fit in-sample, but SVR considers both fit and forecast out-of-sample which endows SVR with an excellent forecasting …

approach over different forecast horizons. We find that sales comparison values provide better long-term forecaststhan cost …

employ autoregressive models (AR) to forecast principal components which, in turn, are used to forecast swap rates. Arguing …. To evaluate ex-ante forecastingperformance for particular rates, different forecast features such as mean squared errors … offers additional forecast accuracy in terms of directional accuracy and big hit ability. …

to forecast financial markets volatility. The real data in this study uses British Pound-US Dollar (GBP) daily exchange …

Die Prognose der Insolvenzgefährdung von Unternehmen anhand statistischer Methodik war und ist eine bedeutende Aufgabe …

scores obtained for classification. This evidence is stronger than empirical results for the CAPM based on a linear …