The papers in this special issue of Mathematics and Computers in Simulation cover the following topics: improving … underwriters and issuing firms in the Japanese corporate bond market, stochastic life table forecasting: a time-simultaneous fan …, globalization, and innovation: a general equilibrium simulation, whether exchange rates affect consumer prices: a comparative …

Bayesian forecasting is a natural product of a Bayesian approach to inference. The Bayesian approach in general …. In Bayesian forecasting, one simply takes a subset of the unknown quantities to be future values of some variables of … interest. This chapter presents the principles of Bayesian forecasting, and describes recent advances in computational …

This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

This paper provides a novel approach to forecasting time series subject to discrete structural breaks. We propose a …

forecasting solutions. In this context, the paper develops new forecasting methods for an old problem by employing 13 machine …