sequences provide an additional step in optimization and control. This motivates our new approach where we avoid the …

The purpose of this paper is to formally describe new optimization models for distributed telecommunication networks …

both forecasting and optimization decisions in an experimental cobweb economy. We report results from four experimental …, and 2) given expectations, agents solve optimization problems and these solutions in turn determine actual price … treatments: 1) subjects form forecasts only, 2) subjects determine quantity only (solve an optimization problem), 3) they do both …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …

returns and intradaily squared returns for forecasting horizons rangingfrom 1 to 10 days. For the daily squared returns we …

In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …

forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …

forecasting the term structure of interest rates. As expected, I find that using more flexible models leads to a better in …

under the Basel Accord: A Bayesian approach to forecasting value-at-risk of VIX futures, fast clustering of GARCH processes … dynamics of BRICS's country risk ratings and domestic stock markets, U.S. stock market and oil price, forecasting value …