vector regression (SVR) model to forecast realized volatility (RV). The first model is a residual-type model, where the RV is … giving different weights to each model. In particular, four volatility models are used in RV forecasting as basic models. For …

of them forecasting future mortality rates by extrapolating one or more latent factors. The abundance of proposed models … shows that forecasting future mortality from historical trends is non-trivial. Following the idea proposed in Deprez et al … learning estimator is then forecasted according to the Lee-Carter framework, allowing one to obtain a higher forecasting …