place greater weight on future fundamentals. Consequently, current fundamentals have very weak forecasting power and … econometrician, long-horizon regressions generally do not have significant forecasting power. However, when EW's assumptions are … show that long-horizon regression can have substantial forecasting power for exchange rates. …

futures markets, the fractional model is found to be superior in terms of in-sample fit and also out-of-sample forecasting …

) outperforms traditional GARCH models for short-term forecasting horizons, indicating its potential as an alternative forecasting … to specific asset classes and forecasting horizons. Furthermore, the study highlights the potential of advanced … techniques like SVR in enhancing forecasting accuracy, thus offering valuable implications for portfolio management and risk …

This study firstly applied a Bayesian symbolic regression (BSR) to the forecasting of numerous commodities' prices … comparison of an application of several popular econometric models to forecasting the prices of numerous commodities. Robustness …