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Bankruptcy Prediction Model : An Industrial Study in Indonesian Publicly-Listed Firms During 1999-2010
Wijaya, Sienly Veronica - 2019
validation (40% of samples) was used to test the degree of accuracy of the corporate bankruptcy prediction model.The logistic …
Persistent link: https://www.econbiz.de/10012905006
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Calibration and validation of macroeconomic simulation models : a general protocol by causal search
Martinoli, Mario; Moneta, Alessio; Pallante, Gianluca - 2022
We propose a general protocol for calibration and validation of complex simulation models by an approach based on … theoretical model, another estimated from a set of observed data. Validation is conceived as a measure of matching between the …
Persistent link: https://www.econbiz.de/10013441565
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Demand estimation with machine learning and model combination
Bajari, Patrick L.; Nekipelov, Denis N.; Ryan, Stephen; … - 2015
Persistent link: https://www.econbiz.de/10010496176
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From Predictive Algorithms to Automatic Generation of Anomalies
Mullainathan, Sendhil; Rambachan, Ashesh - 2023
-Tversky choice experiments, which are concrete examples of menus of lotteries that highlighted flaws in expected utility theory and … generation and develop two algorithmic procedures to generate anomalies (if they exist) when provided a formal theory and data … that the theory seeks to explain. Our algorithmic procedures are general since anomalies play an important role across a …
Persistent link: https://www.econbiz.de/10014354788
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Prediction markets for economic forecasting
Snowberg, Erik; Wolfers, Justin; Zitzewitz, Eric - 2012
Prediction markets - markets used to forecast future events - have been used to accurately forecast the outcome of political contests, sporting events, and, occasionally, economic outcomes. This chapter summarizes the latest research on prediction markets in order to further their utilization by...
Persistent link: https://www.econbiz.de/10009571041
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Short-term forecasting of the Japanese economy using factor models
Godbout, Claudia; Lombardi, Marco - 2012
While the usefulness of factor models has been acknowledged over recent years, little attention has been devoted to the forecasting power of these models for the Japanese economy. In this paper, we aim at assessing the relative performance of factor models over different samples, including the...
Persistent link: https://www.econbiz.de/10009501843
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Survey of models on demand, customer base-line and demand response and their relationships in the power market
Heshmati, Almas - 2012
The increasing use of demand-side management as a tool to reliably meet electricity demand at peak time has stimulated interest among researchers, consumers and producer organizations, managers, regulators and policymakers, This research reviews the growing literature on models used to study...
Persistent link: https://www.econbiz.de/10009548648
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Forecasting tail risks : presented at CESifo Area Conference on Macro, Money and International Finance, February 2015
De Nicolò, Gianni; Lucchetta, Marcella - 2015
Reliable early warning signals are essential for timely implementation of macroeconomic and macro-prudential policies. This paper presents an early warning system as a set of multi-period forecasts of indicators of tail real and financial (systemic) risks. Forecasts are obtained from: (a)...
Persistent link: https://www.econbiz.de/10010498601
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Prediction Markets for Economic Forecasting
Snowberg, Erik - 2012
Prediction markets - markets used to forecast future events - have been used to accurately forecast the outcome of political contests, sporting events, and, occasionally, economic outcomes. This chapter summarizes the latest research on prediction markets in order to further their utilization by...
Persistent link: https://www.econbiz.de/10013103608
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Disagreement, Speculation and Management Forecasts
Dimitrov, Valentin - 2020
management forecasts. Consistent with theory, this relationship is significantly stronger when short sale constraints are more …
Persistent link: https://www.econbiz.de/10012838034