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financial products and services to informationally opaque customers, their ability to diversify credit and liquidity risk, and … bank liabilities to reduce the probability of bank runs. These aspects of banking affect a bank's choice of risk versus … expected return, which, in turn, affects bank performance. Banks have an incentive to reduce risk to protect their valuable …
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To improve the forecasting accuracies, researchers have long been using various combination techniques. In particular …, the use of dissimilar methods for forecasting time series data is expected to provide superior results. Although numerous … strong aspects of each method and minimize the risk that arises from the selection of the combination method with poor …
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We are interested in obtaining forecasts for multiple time series, by taking into account the potential nonlinear relationships between their observations. For this purpose, we use a specific type of regression model on an augmented dataset of lagged time series. Our model is inspired by dynamic...
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