Similar Search Results

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - In: International journal of forecasting 31 (2015) 1, pp. 130-139

Persistent link: https://www.econbiz.de/10011327408

Forecasting the Brazilian Real and the Mexican Peso : asymmetric loss, forecast rationality, and forecaster herding

Fritsche, Ulrich; Pierdzioch, Christian; Ruelke, … - 2012

Using forecasts of the Brazilian real and the Mexican peso, we analyze the shape of the loss function of exchange-rate forecasters and the rationality of their forecasts. We find a substantial degree of cross-sectional heterogeneity with respect to the shape of the loss function. While some...

Persistent link: https://www.econbiz.de/10010425218

Herding in Probabilistic Forecasts

Jia, Yanwei - 2020

economics and psychology literature, one extensively studied behavioral bias is called herding. Under strong levels of herding … been derived only for point forecasts. In this paper, we consider probabilistic forecasts under herding and show that the … and inflate the variance of their forecasts due to herding. In addition to reacting to new information as expected …

Persistent link: https://www.econbiz.de/10012825530

Financial crises : uncovering self-organized patterns and predicting stock markets instability

Spelta, Alessandro; Flori, Andrea; Pecora, Nicolò; … - In: Journal of business research : JBR 129 (2021), pp. 736-756

Persistent link: https://www.econbiz.de/10012509734

A note on the anti-herding instinct of interest rate forecasters

Pierdzioch, Christian; Ruelke, Jan-Christoph - In: Empirical economics : a journal of the Institute for … 45 (2013) 2, pp. 665-673

Persistent link: https://www.econbiz.de/10010188175

Improving time series forecasting using elephant herd optimization with feature selection methods

Das, Soumya; Mishra, Sarojananda; Senapati, ManasRanjan - In: Journal of management analytics 8 (2021) 1, pp. 113-133

Persistent link: https://www.econbiz.de/10012440092

Herding behavior of business cycle forecasters

Rülke, Jan-Christoph; Silgoner, Maria; Wörz, Julia - In: International journal of forecasting 32 (2016) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10011596435

Models, inattention and Bayesian updates

Turén, Javier; Giacomini, Raffaella; Skreta, Basilikē - 2018

Persistent link: https://www.econbiz.de/10011962536

Do forecasters of major exchange rates herd?

Frenkel, Michael; Mauch, Matthias; Ruelke, Jan-Christoph - In: Economic modelling 84 (2020), pp. 214-221

Persistent link: https://www.econbiz.de/10012210347

Reverse adaptive krill herd locally weighted support vector regression for forecasting and trading exchange traded funds

Sermpinis, Georgios; Stasinakis, Charalampos; … - In: European journal of operational research : EJOR 263 (2017) 2, pp. 540-558

Persistent link: https://www.econbiz.de/10011793981