Showing 1 - 10 of 75
We introduce a multistep-ahead forecasting methodology that combines empirical mode decomposition (EMD) and support … vector regression (SVR). This methodology is based on the idea that the forecasting task is simplified by using as input for …
Persistent link: https://www.econbiz.de/10011996563
We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic...
Persistent link: https://www.econbiz.de/10011996579
Much of the debate around a potential British exit (Brexit) from the European Union has centred on the potential macroeconomic impact. In this paper, we instead focus on understanding market expectations for price action around the Brexit referendum date. Extracting implied distributions from...
Persistent link: https://www.econbiz.de/10011996658
Extrapolative methods are one of the most commonly-adopted forecasting approaches in the literature on projecting … forecasting point of view, the main difference between the two types of models is whether they treat recent and historical … information equally in the projection process. In this paper, we compare the forecasting performance of the two types of models …
Persistent link: https://www.econbiz.de/10013200440
of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models … shows that forecasting future mortality from historical trends is non-trivial. Following the idea proposed in Deprez et al … learning estimator is then forecasted according to the Lee-Carter framework, allowing one to obtain a higher forecasting …
Persistent link: https://www.econbiz.de/10013200444
future mortality shape. Concerning forecasting phase, academics should approach a more plausible way in order to think a …
Persistent link: https://www.econbiz.de/10013200451
limitation in terms of either exposure to death risk or data length. To improve forecasting robustness, we use the global …
Persistent link: https://www.econbiz.de/10013200456
Recently, the interest of the academic literature on sports statistics has increased enormously. In such a framework, two of the most significant challenges are developing a model able to beat the existing approaches and, within a betting market framework, guarantee superior returns than the set...
Persistent link: https://www.econbiz.de/10013200601
The prediction of human longevity levels in the future by direct forecasting of life expectancy offers numerous …
Persistent link: https://www.econbiz.de/10013200642
be used to obtain a parsimonious and coherent predictive model for mortality forecasting. We analyze how COVID-19-type …
Persistent link: https://www.econbiz.de/10013200675