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Nonlinear inflation forecasting with recurrent neural networks
Almosova, Anna; Andresen, Niek - In: Journal of Forecasting 42 (2022) 2, pp. 240-259
time‐series in general and inflation in particular, we investigate if the forecasting performance can be improved even … performance is on par with the seasonal autoregressive model SARIMA. Additionally, we conduct a sensitivity analysis with respect …
Persistent link: https://www.econbiz.de/10014503715
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Forecasting with artificial network models
Rech, Gianluigi - 2002
This paper contains a forecasting exercise on 30 time series, ranging on several fields, from economy to ecology. The …
Persistent link: https://www.econbiz.de/10010281250
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Mixtures of t-distributions for finance and forecasting
Giacomini, Raffaella; Gottschling, Andreas; Haefke, … - 2007
We explore convenient analytic properties of distributions constructed as mixtures of scaled and shifted t-distributions. A feature that makes this family particularly desirable for econometric applications is that it possesses closed-form expressions for its anti-derivatives (e.g., the...
Persistent link: https://www.econbiz.de/10010293996
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Feature extraction with hybrid neural networks
Wegmann, Georg - 2000
Neural networks (NN) and fuzzy logic systems (FLS) are used successfully for financial forecasting, credit rating and …
Persistent link: https://www.econbiz.de/10010301758
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Forecasting Realized Volatility with Linear and Nonlinear Models
McAleer, Michael; Medeiros, Marcelo C. - 2010
In this paper we consider a nonlinear model based on neural networks as well as linear models to forecast the daily volatility of the S&P 500 and FTSE 100 indexes. As a proxy for daily volatility, we consider a consistent and unbiased estimator of the integrated volatility that is computed from...
Persistent link: https://www.econbiz.de/10011807392
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Forecasting stock market averages to enhance profitable trading strategies
Haefke, Christian; Helmenstein, Christian - 1995
In this paper we design a simple trading strategy to exploit the hypothesized distinct informational content of the arithmetic and geometric mean. The rejection of cointegration between the two stock market indicators supports this conjecture. The profits generated by this cheaply replicable...
Persistent link: https://www.econbiz.de/10010291049
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Forecasting international tourist arrivals in formulating tourism strategies and planning: The case of Sri Lanka
Thushara, S. C.; Su, Jen-je; Bandara, Jayatilleke S. - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-32
forecasting is necessary for tourism strategies and planning, and (c) the SARIMA method provides accurate forecasts in the …, infrastructure development and conducive business environments need to be developed. For that, accurate forecasting of international … purpose of this study is to develop accurate forecasting models for total international arrivals in Sri Lanka and its top 10 …
Persistent link: https://www.econbiz.de/10014001484
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Preference for variety
Kaiser, Karen; Schwabe, Rainer - 2011
We consider a decision maker who enjoys choosing from a varied set of alternatives. Building on behavioral evidence, we propose testable axioms which characterize preference for variety, and provide a representation theorem. We go on to illustrate the potential effects of preference for variety...
Persistent link: https://www.econbiz.de/10010322612
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Anforderungen an Einzelhandelsgutachten
Wolf, Michael - In: Einzelhandel in Nordrhein-Westfalen planvoll steuern!, (pp. 114-134). 2012
When considering the development of large-scale retail facilities the question of their impact on their surroundings is … always relevant. In order to answer this question retail assessments are indispensible. However, the results and indeed the … importance for judging large-scale retail projects, ensuring that municipal planners can access sufficient informative material …
Persistent link: https://www.econbiz.de/10010326614
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Regulation and UK retailing productivity: evidence from micro data
Haskel, Jonathan; Sadun, Raffaella - 2009
with a lowering of chain TFP by about 0.4% pa, about 40% of the post-1995 slowdown in UK retail TFP growth. The foregone …
Persistent link: https://www.econbiz.de/10010269333