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Stock trend forecasting in turbulent market periods using neuro-fuzzy systems

Atsalakis, George S.; Protopapadakis, Eftychios E.; … - In: Operational research : an international journal 16 (2016) 2, pp. 245-269

Persistent link: https://www.econbiz.de/10011723884

The impact of population aging on the German statutory pension insurance : a probabilistic approach

Vanella, Patrizio; Gonzalez, Miguel Rodriguez; Wilke, … - 2021

-as-you-go systems are needed. We propose a probabilistic approach to forecast the numbers of pensioners in Germany up to 2040 …

Persistent link: https://www.econbiz.de/10012599101

Components of intraday volatility and their prediction at different sampling frequencies with application to DAX and BUND futures

Herrmann, Klaus; Teis, Stefan; Yu, Weijun - 2014

The adjusted measure of realized volatility suggested in [20] is applied to high- frequency orderbook and transaction data of DAX and BUND futures from EU- REX in order to identify the drivers of intraday volatility. Four components are identified to have predictive power: an auto-regressive...

Persistent link: https://www.econbiz.de/10010442584

Marktbasierte Zinsprognosen mit Regime-Switching-Modellen

Ahrens, Ralf - 2000

Untersuchung zeigt der Autor Möglichkeiten der Prognose von Geld- und Kapitalmarktzinssätzen auf. Im Rahmen der dem Konzept der …-Switching-Technik ein. Im zweiten Hauptteil wird aus theoretischer Sicht gezeigt, daß die Prognose von Zinssätzen ökonomisch sinnvoll ist …