Showing 1 - 10 of 364
forecasting corporate credit ratings from financial statement data.Design/methodology/approach – The ANN model used in the study …
Persistent link: https://www.econbiz.de/10009441722
activity. The objective of this research is to develop a distribution short-term load forecasting technology consisting of a … forecasting method, development methodology, theories necessary to support required technical components, and the hardware and …
Persistent link: https://www.econbiz.de/10009436662
in stock forecasting. Neural networks are viewed as one of the more suitable techniques. In this study, an experiment on … the forecasting of the Stock Exchange of Thailand (SET) was conducted by using feedforward backpropagation neural networks … neural network models in the forecasting of SET. Several global and local factors influencing the Thai stock market were used …
Persistent link: https://www.econbiz.de/10009440856
In this paper we present an analysis of the results of a study into wholesale (spot) electricity price forecasting … accuracy of electricity price forecasting models. The efficiency of NN and SVM retraining for price forecasting was evaluated … December 1998. The analysis of the results showed that SVMs with one unique solution, produce more consistent forecasting …
Persistent link: https://www.econbiz.de/10009448005
Time series forecasting is an important area of forecasting in which past observations of the same variable are … models, autoregressive (AR) techniques, moving averages (MA) etc. Recent research activities in forecasting also suggested … that artificial neural networks can be used as an alternative to traditional linear forecasting models. This study will …
Persistent link: https://www.econbiz.de/10009455926
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE,...
Persistent link: https://www.econbiz.de/10009443351
combinatory procedures as forecasting techniques to improve the predictive accuracy of hog price outlook forecasts. Many of these … forecasting techniques have never been applied to livestock markets. Quarterly data from the mid- to late-1970s through 2007 for … improving Iowa’s price forecasting performance via composite procedures.Finally, given the potential benefits of forecast …
Persistent link: https://www.econbiz.de/10009477928
This paper investigates whether the accuracy of outlook hog price forecasts can be improvedusing composite forecasts in an out-of-sample context. Price forecasts from four wellrecognizedoutlook programs are combined with futures-based forecasts, ARIMA, andunrestricted Vector Autoregressive (VAR)...
Persistent link: https://www.econbiz.de/10009446396
Category-management models serve to assist in the development of plans for pricing and promotions of individual brands. Techniques to solve the models can have problems of accuracy and interpretability because they are susceptible to spurious regression problems due to nonstationary time-series...
Persistent link: https://www.econbiz.de/10009447905
This paper analyses the time-series behaviour of the new issue market in the context of an equilibrium model of demand and supply for IPOs. The model produces testable equations examining the relationship between the number of new issues and the average level of under-pricing, and also...
Persistent link: https://www.econbiz.de/10009451608