forests to estimate our forecasting models. As an extension, we report empirical evidence on the predictive value of the …

their forecasting performance. Our findings reveal significant heterogeneity in ETM volatility patterns, which challenge …

prices, we show that machine learning generated forecasts provide better forecasting quality and that portfolios which are … process, we show that information channels vary across forecasting horizon. Variable selection produces clusters and provides …

taken into account. Using Monte Carlo simulations, we confirm that our methods substantially improve the forecasting …

of multi-channel customer contact, organizational decision-makers often rely on robust but simplistic forecasting methods …. Although forecasting literature indicates that incorporating additional information into time series predictions adds value by … for call center arrivals' forecasting that is able to capture the dynamics of a time series and to include contextual …

In this study, we analyzed the forecasting and nowcasting performance of a generalized regression neural network (GRNN …