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What Our Market Return Forecasts Really Mean : Convexity in Equity Returns and its Implications for Investment Sizing
Haghani, Victor - 2019
% produce a bigger price move than yields rising 1%. A significant amount of brainpower has gone into understanding all the … in terms of their price, rather than their 'yield' as we do with bonds, and often think primarily about their annual … return, which moves lockstep with price. But, as we discuss below, equities do have important convexity properties, and they …
Persistent link: https://www.econbiz.de/10012902324
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Bankruptcy Prediction Model : An Industrial Study in Indonesian Publicly-Listed Firms During 1999-2010
Wijaya, Sienly Veronica - 2019
It is a common understanding that bankruptcy is not a sudden occurrence for any organizations. Macro and micro economic studies have suggested numerous influential factors, which have substantial evidence toward firm's performance (Bekeris, 2012) and survivability (Nehrebecka & Dzik, 2013). With...
Persistent link: https://www.econbiz.de/10012905006
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Economics : Between Prediction and Criticism
Gilboa, Itzhak - 2017
We suggest that one way in which economic analysis is useful is by offering a critique of reasoning. According to this view, economic theory may be useful not only by providing predictions, but also by pointing out weaknesses of arguments. It is argued that, when a theory requires a non-trivial...
Persistent link: https://www.econbiz.de/10012969933
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Economics : Between Prediction and Criticism
Gilboa, Itzhak - 2016
We suggest that one way in which economic analysis is useful is by offering a critique of reasoning. According to this view, economic theory may be useful not only by providing predictions, but also by pointing out weaknesses of arguments. It is argued that, when a theory requires a non-trivial...
Persistent link: https://www.econbiz.de/10013005923
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Mostly Sunny : A Forecast of Tomorrow's Power Index Research
Kurz, Sascha - 2015
Power index research has been a very active field over the past few decades. Will this continue or have all important questions been solved? We argue that there are still many opportunities to conduct useful research with and on power indices. Positive and normative questions remain, calling for...
Persistent link: https://www.econbiz.de/10013033627
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Adaptive Nowcasting of Influenza Outbreaks Using Google Searches
Preis, Tobias; Moat, Helen Susannah - 2014
Seasonal influenza outbreaks and pandemics of new strains of the influenza virus affect humans around the globe. However, traditional systems for measuring the spread of flu infections deliver results with one or two weeks delay. Recent research suggests that data on queries made to the search...
Persistent link: https://www.econbiz.de/10014036757
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From Predictive Algorithms to Automatic Generation of Anomalies
Mullainathan, Sendhil; Rambachan, Ashesh - 2023
We ask how machine learning can change a crucial step of the scientific process in economics: the advancement of theories through the discovery of "anomalies." Canonical examples of anomalies include the Allais Paradox and the Kahneman-Tversky choice experiments, which are concrete examples of...
Persistent link: https://www.econbiz.de/10014354788
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Global Civil Unrest : Contagion, Self-Organization, and Prediction
Braha, Dan - 2012
Civil unrest is a powerful form of collective human dynamics, which has led to major transitions of societies in modern history. The study of collective human dynamics, including collective aggression, has been the focus of much discussion in the context of modeling and identification of...
Persistent link: https://www.econbiz.de/10014164119
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A Novel Prediction Model : ELM-ABC for Annual GDP in the Case of SCO Countries
Xu, Xiaohan; Martin, Roy Anthony; Ruiz Estrada, Mario Arturo - 2022
With the development of economic and technologies, the trend of annual Gross Domestic Product (GDP) and carbon dioxide (CO2) emission changes with time passes. The relationship between economic growth and carbon dioxide emissions is considered as one of the most important empirical...
Persistent link: https://www.econbiz.de/10014242125
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(Un)Predictability and macroeconomic stability
D'Agostino, Antonello (contributor);  … - 2006
This paper documents a new stylized fact of the greater macroeconomic stability of the U.S. economy over the last two decades. Using 131 monthly time series, three popular statistical methods and the forecasts of the Federal Reserve's Greenbook and the Survey of Professional Forecasters, we show...
Persistent link: https://www.econbiz.de/10003310819