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Combining wavelet decomposition with machine learning to forecast gold returns
Risse, Marian - In: International journal of forecasting 35 (2019) 2, pp. 601-615
Persistent link: https://www.econbiz.de/10012300704
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Wind power forecasting using the k-nearest neighbors algorithm
Mangalova, E.; Agafonov, E. - In: International journal of forecasting 30 (2014) 2, pp. 402-406
Persistent link: https://www.econbiz.de/10010510891
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GEFCom2012 : electric load forecasting and backcasting with semi-parametric models
Nedellec, Raphael; Cugliari, Jairo; Goude, Yannig - In: International journal of forecasting 30 (2014) 2, pp. 375-381
Persistent link: https://www.econbiz.de/10010510898
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Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models
Ng, Jason; Forbes, Catherine Scipione; Martin, Gael M.; … - In: International journal of forecasting 29 (2013) 3, pp. 411-430
Persistent link: https://www.econbiz.de/10009787038
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Forecasting financial market activity using a semiparametric fractionally integrated Log-ACD
Feng, Yuanhua; Chen Zhou - In: International journal of forecasting 31 (2015) 2, pp. 349-363
Persistent link: https://www.econbiz.de/10011474104
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Volatility forecasting : the role of lunch-break returns, overnight returns, trading volume and leverage effects
Wang, Xunxiao; Wu, Chongfeng; Xu, Weidong - In: International journal of forecasting 31 (2015) 3, pp. 609-619
Persistent link: https://www.econbiz.de/10011474428
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Nai͏̈ve, ARIMA, nonparametric, transfer function and VAR models : a comparison of forecasting performance
Thomakos, Dimitrios D.; Guerard, John Baynard - In: International journal of forecasting 20 (2004) 1, pp. 53-67
Persistent link: https://www.econbiz.de/10001918288
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Forecasting high resolution electricity demand data with additive models including smooth and jagged components
Amato, Umberto; Antoniadis, Anestis; De Feis, Italia; … - In: International journal of forecasting 37 (2021) 1, pp. 171-185
Persistent link: https://www.econbiz.de/10012692688
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Nonparametric tests for optimal predictive ability
Arvanitis, Stelios; Post, Thierry; Potì, Valerio; … - In: International journal of forecasting 37 (2021) 2, pp. 881-898
Persistent link: https://www.econbiz.de/10012792879
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Semi-parametric dynamic asymmetric Laplace models for tail risk forecasting, incorporating realized measures
Gerlach, Richard; Wang, Chao - In: International journal of forecasting 36 (2020) 2, pp. 489-506
Persistent link: https://www.econbiz.de/10012415185