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Supervised kernel principal component analysis for forecasting

Gao, Zhaoxing; Tsay, Ruey S. - In: Finance research letters 58 (2023) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10014581032

Information content of option prices : comparing analyst forecasts to option-based forecasts

Sanford, Anthony - In: The North American journal of economics and finance : a … 73 (2024), pp. 1-15

Persistent link: https://www.econbiz.de/10014581049

Tail risk in the Chinese stock market : an AEV model on the maximal drawdowns

Feng, Yun; Hou, Weijie; Song, Yuping - In: Finance research letters 58 (2023) 1, pp. 1-9

Persistent link: https://www.econbiz.de/10014581057

Systematization of knowledge : mechanism design and the Ethereum blockchain transaction fee market

Molina, Fernando; Roccatagliata, Pablo - In: The Elgar companion to decentralized finance, digital …, (pp. 217-240). 2024

Persistent link: https://www.econbiz.de/10015061702

A new consensus between the mean and median combination methods to improve forecasting accuracy

Aras, Serkan; Gülay, Emrah - In: Serbian journal of management : an international … 12 (2017) 2, pp. 217-236

To improve the forecasting accuracies, researchers have long been using various combination techniques. In particular …, the use of dissimilar methods for forecasting time series data is expected to provide superior results. Although numerous …

Persistent link: https://www.econbiz.de/10011823167

The use of artificial neural networks (ANN) in forecasting housing prices in Ankara, Turkey

Kitapci, Olgun; Tosun, Ömür; Tuna, Murat Fatih; Turk, … - In: Journal of marketing and consumer behaviour in emerging … (2017) 1, pp. 4-14

The purpose of this paper is to forecast housing prices in Ankara, Turkey using the artificial neural networks (ANN) approach. The data set was collected from one of the biggest real estate web pages during April 2013. A three-layer (input layer - one hidden layer - output layer) neural network...

Persistent link: https://www.econbiz.de/10012116799

Do the FAMA and FRENCH five-factor model forecast well using ANN?

Jan, Muhammad Naveed; Ayub, Usman - In: Journal of business economics and management 20 (2019) 1, pp. 168-191

Forecasting the stock returns in the emerging markets is challenging due to their peculiar characteristics. These … markets exhibit linear as well as nonlinear features and Conventional forecasting methods partially succeed in dealing with … which caters both the linear and nonlinear markets. This paper investigates the forecasting ability of ANN by using Fama and …

Persistent link: https://www.econbiz.de/10012175006

Forecasting the term structure of Philippine interest rates using the dynamic Nelson-Siegel model

Lara-Tuprio, Elvira P. de; Bataller, Ramil T.; Torres, … - In: DLSU business & economics review 27 (2017/2018) 1, pp. 190-200

Persistent link: https://www.econbiz.de/10011948540

Linear and non-linear regression : powerful and very important forecasting methods

Vasilopoulos, Athanasios - In: Expert journal of business and management 3 (2015) 2, pp. 205-228

Persistent link: https://www.econbiz.de/10011953631

Research of estimates of tax revenue : an overview

Bayer, Ondřej - In: European financial and accounting journal : EFAJ 8 (2013) 3/4, pp. 59-73

The paper deals with a summary of findings in the area of tax forecasts. It describes the basic methodology for predicting tax revenues, both in terms of the macroeconomic approach and from a microeconomic perspective. The microeconomic approach used microsimulation methods with methods based on...

Persistent link: https://www.econbiz.de/10011460359