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The proliferation of factor investing strategies in recent years has highlighted the idea that a portfolio can harvest improved risk-adjusted returns through timed exposure to risk factors during times of elevated risk premia. While there is a large body of research on such risk factors and risk...
Persistent link: https://www.econbiz.de/10014254959
Several approaches for subset recovery and improved forecasting accuracy have been proposed and studied. One way is to apply a regularization strategy and solve the model selection task as a continuous optimization problem. One of the most popular approaches in this research field is given by...
Persistent link: https://www.econbiz.de/10010580995
Both mathematical modelling and simulation methods in general have contributed greatly to understanding, insight and forecasting in many fields including macroeconomics. Never-theless, we must remain careful to distinguish model-land and model-land quantities from the real world. Decisions taken...
Persistent link: https://www.econbiz.de/10011991246
Both mathematical modelling and simulation methods in general have contributed greatly to understanding, insight and forecasting in many fields including macroeconomics. Nevertheless, we must remain careful to distinguish model-land and model-land quantities from the real world. Decisions taken...
Persistent link: https://www.econbiz.de/10012110865
Both mathematical modelling and simulation methods in general have contributed greatly to understanding, insight and forecasting in many fields including macroeconomics. Never-theless, we must remain careful to distinguish model-land and model-land quantities from the real world. Decisions taken...
Persistent link: https://www.econbiz.de/10011990910
Both mathematical modelling and simulation methods in general have contributed greatly to understanding, insight and forecasting in many fields including macroeconomics. Nevertheless, we must remain careful to distinguish model-land and model-land quantities from the real world. Decisions taken...
Persistent link: https://www.econbiz.de/10012110757
The article analyses the level of digitalization in the European Union (EU) and correlates the results with the Sustainable Development Goals formulated by the United Nations. The paper provides figures on the number of enterprises receiving orders online, the share of enterprises' turnover on...
Persistent link: https://www.econbiz.de/10014464390
The relevance of the study is conditioned by the fact that the model of environmental accounting and auditing formed in the state can have a significant impact on the financial results of industrial enterprises. Within the framework of the sustainable development goals, environmental issues have...
Persistent link: https://www.econbiz.de/10014517021
This paper develops methods for automatic selection of variables in forecasting Bayesian vector autoregressions (VARs …
Persistent link: https://www.econbiz.de/10008593003
frequentist and Bayesian estimation. No significant difference is found between the qualities of the forecasts of the whole … density, whereas the Bayesian approach exhibits significantly better left-tail forecast accuracy. …
Persistent link: https://www.econbiz.de/10011256766