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New strategies to improve the accuracy of predictions based on Monte Carlo and bootstrap simulations : an application to Bulgarian and Romanian inflation

Bratu, Mihaela - In: Revista de métodos cuantitativos para la economía y … 18 (2014), pp. 112-129

The necessity of improving the forecasts accuracy grew in the context of ac- tual economic crisis, but few researchers were interested till now in finding out some empirical strategies to improve their predictions. In this article, for the inflation rate forecasts on the horizon 2010 - 2012, we...

Persistent link: https://www.econbiz.de/10010506046

Predicting daily oil prices : linear and non-linear models

Dbouk, Wassim; Jamali, Ibrahim - In: Research in international business and finance 46 (2018), pp. 149-165

Persistent link: https://www.econbiz.de/10011983600

Effects of forecast errors on optimal utilisation in aggregate production planning with stochastic customer demand

Altendorfer, Klaus; Felberbauer, Thomas; Jodlbauer, Herbert - In: International journal of production research 54 (2016) 11/12, pp. 3718-3735

Persistent link: https://www.econbiz.de/10011497701

Rolling horizon, multi-product production planning with chance constraints and forecast evolution for wafer fabs

Ziarnetzky, Timm; Mönch, Lars; Uzsoy, Reha - In: International journal of production research 56 (2018) 18, pp. 6112-6134

Persistent link: https://www.econbiz.de/10011946801

Order release planning with predictive lead times : a machine learning approach

Schneckenreither, Manuel; Haeussler, Stefan; Gerhold, … - In: International journal of production research 59 (2021) 11, pp. 3285-3303

Persistent link: https://www.econbiz.de/10012589150

Multistep quantile forecasts for supply chain and logistics operations : bootstrapping, the GARCH model and quantile regression based approaches

Bruzda, Joanna - In: Central European journal of operations research 28 (2020) 1, pp. 309-336

Persistent link: https://www.econbiz.de/10012221866

Clarifications to Questions and Criticisms on the Johansen-Ledoit-Sornette Bubble Model

Sornette, Didier - 2013

The Johansen-Ledoit-Sornette (JLS) model of rational expectation bubbles with finite-time singular crash hazard rates has been developed to describe the dynamics of financial bubbles and crashes. It has been applied successfully to a large variety of financial bubbles in many different markets....

Persistent link: https://www.econbiz.de/10013089336

Forecast evaluation of small nested model sets

Hubrich, Kirstin; West, Kenneth D. - In: Journal of applied econometrics 25 (2010) 4, pp. 574-594

Persistent link: https://www.econbiz.de/10008667474

Forecast evaluation of small nested model sets

Hubrich, Kirstin; West, Kenneth D. - 2010 - Last rev. February 2009

Persistent link: https://www.econbiz.de/10008933131

Clarifications to questions and criticisms on the Johansen-Ledoit-Sornette bubble model

Sornette, Didier; Woodard, Ryan; Yan, Wanfeng; Zhou, … - 2011

Persistent link: https://www.econbiz.de/10009273112