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Forecasting under structural breaks using improved weighted estimation

Lee, Tae-hwy; Parsaeian, Shahnaz; Ullah, Aman - 2022

Persistent link: https://www.econbiz.de/10013284029

Nonlinear and time-varying risk premia

Ma, Chaoqun; Mi, Xianhua; Cai, Zongwu - In: China economic review : an international journal 62 (2020), pp. 1-30

Persistent link: https://www.econbiz.de/10012607208

Two-dimensional kernel smoothing of mortality surface : an evaluation of cohort strength

Li, Han; O'Hare, Colin; Vahid, Farshid - In: Journal of forecasting 35 (2016) 6, pp. 553-563

Persistent link: https://www.econbiz.de/10011595980

Kiefer, Nicholas Maximilian - In: Econometric reviews 36 (2017) 6/9, pp. 699-712

Persistent link: https://www.econbiz.de/10011795379

A portfolio optimization model based on information entropy and fuzzy time series

Zhou, Rongxi; Yang, Zebin; Yu, Mei; Ralescu, Dan A. - In: Fuzzy optimization and decision making : a journal of … 14 (2015) 4, pp. 381-397

Persistent link: https://www.econbiz.de/10011538467

Low frequency and weighted likelihood solutions for mixed frequency dynamic factor models

Blasques, Francisco; Koopman, Siem Jan; Mallee, Max I. P. - 2014

The multivariate analysis of a panel of economic and financial time series with mixed frequencies is a challenging problem. The standard solution is to analyze the mix of monthly and quarterly time series jointly by means of a multivariate dynamic model with a monthly time index: artificial...

Persistent link: https://www.econbiz.de/10010391543

Information theoretics-based technoeconomic forecasting : application to telecommunication service industry

Neelakanta, Perambur S.; Yassin, Raef R. - In: Netnomics 13 (2012) 1, pp. 45-78

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Forecasting financial time series with Boltzmann entropy through neural networks

Grilli, Luca; Santoro, Domenico - In: Computational management science 19 (2022) 4, pp. 665-681

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A model sufficiency test using permutation entropy

Huang, Xin; Shang, Han Lin; Pitt, David C. - In: Journal of forecasting 41 (2022) 5, pp. 1017-1036

Persistent link: https://www.econbiz.de/10013287897

China futures price forecasting based on online search and information transfer

Liang, Jingyi; Jia, Guozhu - In: Data science and management : DSM 5 (2022) 4, pp. 187-198

task with wide applications. This study combines data from the Baidu index (BDI), Google trends (GT), and transfer entropy …

Persistent link: https://www.econbiz.de/10014517977

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