We use data from the London Metal Exchange (LME) to forecast monthly copper returns using the recently proposed dynamic … statistical evaluation criteria we show that the improvement in mean squared forecast error (MSFE) over a simple random walk (RW …. A visual assessment of the cumulative MSFEs shows further that a substantial part of the improvement in the forecast …

potential price drivers and adopt several combination/dimension reduction techniques to extract the most relevant determinants …. We build a comprehensive set of models and compare forecast performances across different selling levels and alcohol …

Shortfall. A large family of scoring functions can be used to evaluate forecast performance in this context. However, little … therefore develop graphical checks (Murphy diagrams) of whether one forecast method dominates another under a relevant class of …

directional forecasts can provide a useful framework to assess the economic forecast value when loss functions (or success … directional forecast value is a readily available alternative to the commonly used squared error loss criterion. …

Due to the perishable nature of tomato (Solanum lycopersicum L.), price fluctuates based on supply and demand. It is … necessary to forecast harvest period tomato prices, so growers can make informed production decisions. This study includes … seasonal variation in forecasting price, which is lacking in other models. Forecasting tomato prices was done using time series …

the most relevant determinants of price. Using various combination and dimension reduction techniques, we develop a range … of models to forecast prices across different selling levels and alcohol categories. Our research shows that fine wine …

rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates … magnitude of portfolio drawdowns. -- exchange rate forecasting ; forecast evaluation ; conditioners ; quantitative models …

Forecasting exchange rate movements is extremely difficult. While the usual forecast requires determining the size and … sign of change, we investigate if the direction of change alone is easier to forecast. The accuracy rate of monthly … forecast errors, Binary response variable models such as logit and probit do not seem to improve the accuracy of directional …

% (5%) level, from a total of 895 stocks. These statistical forecast improvements also translate into considerable economic …

This study aims to forecast oil prices using evolutionary techniques such as gene expression programming (GEP) and … implications for both theory and practice …