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Machine learning advances for time series forecasting

Masini, Ricardo P.; Medeiros, Marcelo C.; Mendes, Eduardo F. - In: Journal of economic surveys 37 (2023) 1, pp. 76-111

Persistent link: https://www.econbiz.de/10014287800

A machine learning approach to univariate time series forecasting of quarterly earnings

Fischer, Jan Alexander; Pohl, Philipp; Ratz, Dietmar - In: Review of quantitative finance and accounting 55 (2020) 4, pp. 1163-1179

Persistent link: https://www.econbiz.de/10012304132

On LASSO for predictive regression

Lee, Ji Hyung; Shi, Zhentao; Gao, Zhan - In: Journal of econometrics 229 (2022) 2, pp. 322-349

Persistent link: https://www.econbiz.de/10013441886

Machine learning time series regressions with an application to nowcasting

Babii, Andrii; Ghysels, Eric; Striaukas, Jonas - In: Journal of business & economic statistics : JBES ; a … 40 (2022) 3, pp. 1094-1106

Persistent link: https://www.econbiz.de/10013539458

Nowcasting domestic liquidity in the Philippines using machine learning algorithms

Reyes, Juan Rufino M. - 2022

Persistent link: https://www.econbiz.de/10014318727

Meta-learning how to forecast time series

Talagala, Thiyanga S.; Hyndman, Rob J.; Athanasopoulos, … - In: Journal of forecasting 42 (2023) 6, pp. 1476-1501

Persistent link: https://www.econbiz.de/10014338938

Improving out-of-sample forecasts of stock price indexes with forecast reconciliation and clustering

Mattera, Raffaele; Athanasopoulos, George; Hyndman, Rob J. - 2023

Persistent link: https://www.econbiz.de/10014452575

Healthcare operations and black swan event for COVID-19 pandemic : a predictive analytics

Devarajan, Jinil Persis; Manimuthu, Arunmozhi; … - In: IEEE transactions on engineering management : EM 70 (2023) 9, pp. 3229-3243

Persistent link: https://www.econbiz.de/10014364887

Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times

Vancsura, László; Tatay, Tibor; Bareith, Tibor - In: Risks : open access journal 11 (2023) 2, pp. 1-16

The paper seeks to answer the question of how price forecasting can contribute to which techniques gives the most accurate results in the futures commodity market. A total of two families of models (decision trees, artificial intelligence) were used to produce estimates for 2018 and 2022 for 21-...

Persistent link: https://www.econbiz.de/10014233184

A gated recurrent unit approach to bitcoin price prediction

Dutta, Aniruddha; Kumar, Saket; Basu, Meheli - In: Journal of risk and financial management : JRFM 13 (2020) 2/23, pp. 1-16

shown to perform better than traditional time series models in cryptocurrency price prediction. However, very few studies …

Persistent link: https://www.econbiz.de/10012173959

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