short-term forecasting models. These empirical findings have been established for different macroeconomic data sets and … specification is most effective in its forecasting performance. Furthermore, the forecast performances of the different … extended empirical out-of-sample forecasting competition for quarterly growth of gross domestic product in the euro area and …

in its ability to accurately capture clusters and preserve or enhance forecasting accuracy. For a high …

surface types. We finally show that our proposed model can also be effective in forecasting. We provide evidence that our … model significantly outperforms existing models in the forecasting of tennis match results. …

We present an accurate and efficient method for Bayesian forecasting of two financial risk measures, Value-at-Risk and …