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Over the last decade the link between agricultural and oil markets has reinforced after the introduction of biofuels as substitutes for gasoline and diesel. Although the literature on price transmission between these markets is prolific, research on second order moment dynamics is scant. This...
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from the ifo Business Survey have proved to be indispensable for business cycle analysis and economic forecasting. In …
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-- Part II. The status of machine learning methods for time series and new products forecasting -- 3. Forecasting with … Forecasting -- Part III. Global forecasting models -- 5. Forecasting in Big Data with Global Forecasting Models -- 6. How to … leverage data for Time Series Forecasting with Artificial Intelligence models: Illustrations and Guidelines for Cross …
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data sampling (MIDAS) regression is mainly a forecasting tool designed to harness mixed-frequency data. This dissertation … supervise banks inconsistently which affects the formation of costs. The accuracy of forecasting is low for banks supervised by … and it is discovered that the MIDAS model has superior forecasting accuracy as compared to the HAR model. The economic …
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services: trends, challenges, and empirical evidence from Germany -- Forecasting and Planning with Auxiliary Data During a … management, forecasting, and business analytics undertaken by firms and institutions to quickly adapt their supply chains to …
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Since the advent of Markov chain Monte Carlo (MCMC) methods in the early 1990s, Bayesian methods have been proposed for a large and growing number of applications. One of the main advantages of Bayesian inference is the ability to deal with many different sources of uncertainty, including data,...
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This book highlights research on the behavioral biases affecting judgmental accuracy in judgmental forecasting and … possible to use predictive analytics to exploit highly complex (big) data resources. Consequently, modern forecasting … that in the majority of industry contexts, human judgment remains an indispensable component of the managerial forecasting …
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