forecasting techniques, e.g. correlation forecasts based on historical values and on a dynamic conditional correlation (DCC) model … varied. We find that the applied volatility forecasting models have a strong influence on the expected net present value … distribution and on the probability of default. In contrast, correlation forecasting models play a minor role. Time resolution and …

reflected in the forecasting capabilities of professional analysts: all in all, analysts are not in a position to beat naïve … environment, we analyse the forecasting behaviour of students experimentally, using a simulated currency series. Our results … indicate that a topically oriented trend adjustment behaviour (TOTA) is a general characteristic of human forecasting behaviour …

market volatility. They help to improve volatility forecasts in-sample and out-of-sample as well as for different forecasting …

market volatility. They help to improve volatility forecasts in-sample and out-of-sample as well as for different forecasting …

life but also for animal life, agriculture, tourism, water reservation and evaporation, and many other fields. Regression … is considered a dominant prediction model which is heavily used in forecasting in spite of the difficulties related to …

be served by using Data Mining techniques of forecasting. With the pool of forecasting techniques available, it is … efficiently forecast CRs in QFD. The tool allows for forecasting using various data mining based time series analysis techniques … that strongly assists in doing comparative analysis and evaluating out the most apt technique for forecasting of CRs. The …