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Demand Forecasting Behavior: System Neglect and Change Detection
Kremer, Mirko; Moritz, Brent; Siemsen, Enno - In: Management Science 57 (2011) 10, pp. 1827-1843
that forecasting behavior systematically deviates from normative predictions: Forecasters overreact to forecast errors in …
Persistent link: https://www.econbiz.de/10010990449
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A Case-Based Model of Probability and Pricing Judgments: Biases in Buying and Selling Uncertainty
Brenner, Lyle A.; Griffin, Dale W.; Koehler, Derek J. - In: Management Science 58 (2012) 1, pp. 159-178
We integrate a case-based model of probability judgment with prospect theory to explore asset pricing under uncertainty. Research within the "heuristics and biases" tradition suggests that probability judgments respond primarily to case-specific evidence and disregard aggregate characteristics...
Persistent link: https://www.econbiz.de/10010990558
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Application of Data Mining methods in analysis of company's activity
Tyurina Dina N. - In: Business Inform (2013) 3, pp. 125-129
The article considers expediency of application of Data Mining means along with traditional statistical methods of analysis of financial and economic activity of a company for revealing all possible factors that influence upon effectiveness of its functioning by means of solving clusterisation...
Persistent link: https://www.econbiz.de/10010855189
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Forecasting Values of Endogenous Variables in the System of Simultaneous Equations
Naumov Vladimir N. - In: Business Inform (2013) 6, pp. 63-68
solving tasks of forecasting macro-economic indicators. It provides an example of its solution for forecasting the volumes of …
Persistent link: https://www.econbiz.de/10010855291
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Three-Dimensional Visualisation as an Innovation Approach to Forecasting the City Budget Income
Markuts Yuliya I. - In: Business Inform (2013) 11, pp. 156-165
Forecasting city budget income is a very important instrument of the budget management through which it is possible to … complex system analysis, economic assessment of execution and forecasting income of the budget of the city of Donetsk with the … forecasting the income part of the city budget for the period of 2013 - 2017. …
Persistent link: https://www.econbiz.de/10010855518
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Forecasting Efficiency of Execution of a Foreign Economic Contract of an Industrial Aviation Enterprise
Piletska Samira T. - In: Business Inform (2013) 4, pp. 67-72
The article states that the key tool of foreign economic activity is a foreign economic contract, on the basis of which methodical components are formed depending on the level of its organisation. Economic efficiency of contracts mostly depends on influence of risks, minimisation of which allows...
Persistent link: https://www.econbiz.de/10010855599
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Modelling of the Tendencies of the World Stock Market with the Help of Wavelet Analysis Methods
Anatolievich, Strizhichenko Konstantin; Dmitrusenko … - In: Business Inform (2012) 6, pp. 78-81
effective instruments of modeling and forecasting of the world stock market development tendencies. …
Persistent link: https://www.econbiz.de/10010855770
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Unspanned macroeconomic factors in the yield curve
Coroneo, Laura; Giannone, Domenico; Modugno, Michele - Federal Reserve Board (Board of Governors of the … - 2014
In this paper, we extract common factors from a cross-section of U.S. macro-variables and Treasury zero-coupon yields. We find that two macroeconomic factors have an important predictive content for government bond yields and excess returns. These factors are not spanned by the cross-section of...
Persistent link: https://www.econbiz.de/10010886225
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Asymmetric Realized Volatility Risk
Allen, David E.; McAleer, Michael; Scharth, Marcel - Tinbergen Instituut - 2014
forecasting errors in realized volatility are substantive. Even though returns standardized by ex post quadratic variation …
Persistent link: https://www.econbiz.de/10011272575
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Estimation and Forecasting of Large Realized Covariance Matrices and Portfolio Choice
Callot, Laurent; Kock, Anders B.; Medeiros, Marcelo C. - Tinbergen Instituut - 2014
In this paper we consider modeling and forecasting of large realized covariance matrices by penalized vector …
Persistent link: https://www.econbiz.de/10011256058