Similar Search Results

Neural network forecasts of Taiwan Bureau of National Health Insurance expenditures

Yeh, Chin-piao; Hsu, Ai-chi; Wei-Hsien; Chai, Kuang-cheng - In: The international journal of business and finance … 8 (2014) 5, pp. 95-114

Persistent link: https://www.econbiz.de/10010361298

A generalized framework for estimating customer lifetime value when customer lifetimes are not observed

Singh, Siddharth S.; Borle, Sharad; Jain, Dipak - In: Quantitative marketing and economics : QME 7 (2009) 2, pp. 181-205

Persistent link: https://www.econbiz.de/10003885267

Efficient multistep forecast procedures for multivariate time series

Jouini, Tarek - In: Journal of forecasting 34 (2015) 7, pp. 604-618

Persistent link: https://www.econbiz.de/10011390494

Prediction of stock price movement using continuous time models

Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191

Persistent link: https://www.econbiz.de/10011398992

The deflated Sharpe ratio : correcting for selection bias, backtest overfitting, and non-normality

Bailey, David H.; López de Prado, Marcos M. - In: The journal of portfolio management : a publication of … 40 (2014), pp. 94-107

Persistent link: https://www.econbiz.de/10011433463

Parameter instability and forecasting performance : a Monte Carlo study

Anyfantakis, Costas; Caporale, Guglielmo Maria; Pittis, … - 2004

This paper uses Monte Carlo techniques to assess the loss in terms of forecast accuracy which is incurred when the true DGP exhibits parameter instability which is either overlooked or incorrectly modelled. We find that the loss is considerable when a FCM is estimated instead of the true TVCM,...

Persistent link: https://www.econbiz.de/10009728979