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Cross-item Learning for Volatile Demand Forecasting : An Intervention with Predictive Analytics

Chuang, Howard Hao-Chun; Chou, Yen-Chun; Oliva, Rogelio - 2021

-informed feature engineering, and ensemble-based machine learning. The resulting framework managed to improve forecast accuracy …

Persistent link: https://www.econbiz.de/10013223360

DEA models incorporating uncertain future performance

Chang, Tsung-Sheng; Tone, Kaoru; Wu, Chen-Hui - In: European journal of operational research : EJOR 254 (2016) 2, pp. 532-549

Persistent link: https://www.econbiz.de/10011508965

Forecasting long-horizon volatility for strategic asset allocation

Cardinale, Mirko; Naik, Narayan Y.; Sharma, Varun - In: The journal of portfolio management : JPM 47 (2021) 4, pp. 83-98

Persistent link: https://www.econbiz.de/10012486044

Forecasting VIX with stock and oil prices

Huang, Hung-Hsi; Lin, Yi-Ru - In: Finance a úvěr 73 (2023) 1, pp. 24-55

Persistent link: https://www.econbiz.de/10014249134

Realized volatility forecasting of agricultural commodity futures using long memory and regime switching

Tian, Fengping; Yang, Ke; Chen, Langnan - In: Journal of forecasting 36 (2017) 4, pp. 421-430

Persistent link: https://www.econbiz.de/10011860462

Forecasting realized range volatility : a regime-switching approach

Ma, Feng; Liu, Li; Liu, Zhichao; Wei, Yu - In: Applied economics letters 22 (2015) 16/18, pp. 1361-1365

Persistent link: https://www.econbiz.de/10011380188

Investigation of forecasted risk interrelationship : base on GARCH model, causality in China markets

Lin, Shu-shian - In: Journal of business economics and management 15 (2014) 5, pp. 853-861

Persistent link: https://www.econbiz.de/10010483694

Volatility Forecasting – A Performance Measure of Garch Techniques With Different Distribution Models

Kumar P., Hemanth - 2019

different distribution model. We have used 9 variations in distribution models that are used to forecast the volatility of a … the best distribution model for volatility forecast. From the results obtain it has been observed that GARCH with GED …

Persistent link: https://www.econbiz.de/10012863523

The business forecasting deal : exposing myths, eliminating bad practices, providing practical solutions

Gilliland, Michael - 2010 - Online-Ausg.

Raises awareness of fundamental issues usually overlooked in pursuit of the perfect forecast Introduces a new way to think … approaches for the non-statistical problems forecasters face Illustrates Forecast Value Added (FVA) Analysis for identifying … -- THE REALITIES OF BUSINESS FORECASTING -- THE CONTEST -- WHAT IS DEMAND? -- CONSTRAINED FORECAST -- DEMAND VOLATILITY …

Persistent link: https://www.econbiz.de/10012678524

The business forecasting deal : exposing myths, eliminating bad practices, providing practical solutions

Gilliland, Michael - 2010

Persistent link: https://www.econbiz.de/10003945400