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An analysis and implementation of the hidden Markov model to technology stock prediction

Nguyen, Nguyet - In: Risks : open access journal 5 (2017) 4, pp. 1-16

, based on their historical data. We first use the Akaike information criterion (AIC) and Bayesian information criterion (BIC …

Persistent link: https://www.econbiz.de/10011783757

Optimising forecasting models for inventory planning

Kourentzes, Nikolaos; Trapero, Juan R.; Barrow, Devon K. - In: International journal of production economics 225 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012293901

Bayesian demographic modeling and forecasting: an application to U.S. mortality

Reichmuth, Wolfgang H.; Sarferaz, Samad - 2008

Carlo algorithm to estimate the parameters and the latent variables in an efficient one-step procedure. Via the Bayesian …

Persistent link: https://www.econbiz.de/10010276366

Forecasting with high dimensional panel VARs

Koop, Gary; Korobilis, Dimitris - 2015

Persistent link: https://www.econbiz.de/10011413079

Forecasting the price of gold using dynamic model averaging

Aye, Goodness C.; Gupta, Rangan; Hammoudeh, Shawkat; … - In: International review of financial analysis 41 (2015), pp. 257-266

Persistent link: https://www.econbiz.de/10011508954

BVAR: Bayesian vector autoregressions with hierarchical prior selection in R

Kuschnig, Nikolas; Vashold, Lukas - 2019

Persistent link: https://www.econbiz.de/10012138222

Modeling and forecasting call center arrivals : a literature survey and a case study

Ibrahim, Rouba; Ye, Han; L'Ecuyer, Pierre; Shen, Haipeng - In: International journal of forecasting 32 (2016) 3, pp. 865-874

Persistent link: https://www.econbiz.de/10011621847

Bayesian prediction with a cointegrated vector autoregression

Villani, Mattias - 1999

A complete procedure for calculating the joint predictive distribution of future observations based on the cointegrated vector autoregression is presented. The large degree of uncertainty in the choise of the cointegration vectors is incorporated into the analysis through a prior distribution on...

Persistent link: https://www.econbiz.de/10011584826

Evaluating forecasts of political conflict dynamics

Brandt, Patrick T.; Freeman, John R.; Schrodt, Philip A. - In: International journal of forecasting 30 (2014) 4, pp. 944-962

Persistent link: https://www.econbiz.de/10010517775

Forecasting China's foreign exchange reserves using dynamic model averaging : the roles of macroeconomic fundamentals, financial stress and economic uncertainty

Gupta, Rangan; Hammoudeh, Shawkat; Kim, Won Joong; … - In: The North American journal of economics and finance : a … 28 (2014), pp. 170-189

Persistent link: https://www.econbiz.de/10010461966