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A hybrid model for forecasting realized volatility based on heterogeneous autoregressive model and support vector regression

Zhuo, Yue; Morimoto, Takayuki - In: Risks : open access journal 12 (2024) 1, pp. 1-16

vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is …

Persistent link: https://www.econbiz.de/10014480965

Forecasting the real prices of crude oil : what is the role of parameter instability?

Wang, Yudong; Hao, Xianfeng - In: Energy economics 117 (2023), pp. 1-20

Persistent link: https://www.econbiz.de/10014436646

A fast and scalable ensemble of global models with long memory and data partitioning for the M5 forecasting competition

Bandara, Kasun; Hewamalage, Hansika; Godahewa, Rakshitha; … - In: International journal of forecasting 38 (2022) 4, pp. 1400-1404

Persistent link: https://www.econbiz.de/10014381097

A generic model of predicting probability of success-distress of an organization : a logistic regression analysis

Bhandari, Shyam; Johnson-Syder, Anna J. - In: The journal of applied business research 34 (2018) 1, pp. 169-182

Persistent link: https://www.econbiz.de/10011889840

Essays on the use of MIDAS regressions in banking and finance

Kostrov, Alexander - 2021

objective of this paper is to forecast bank closures costs in the United States. It is found that the primary federal regulators … forecast is important in risk-management and portfolio applications. A study is performed across nearly all stocks in Dow Jones …

Persistent link: https://www.econbiz.de/10012651022