Keyword: time series: forecasting methods

Found 153 papers in total
A time‐dependent proportional hazards survival model for credit risk analysis
A time‐dependent proportional hazards survival model for credit risk analysis
2012,
In the consumer credit industry, assessment of default risk is critically important...
Optimal algorithms for online time series search and one‐way trading with interrelated prices
Optimal algorithms for online time series search and one‐way trading with interrelated prices
2012,
The basic models of online time series search and one-way trading are introduced by...
A new optimal portfolio selection strategy based on a quadratic form mean–variance model with transaction costs
A new optimal portfolio selection strategy based on a quadratic form mean–variance model with transaction costs
2011,
A new optimal portfolio selection method within the Markowitz mean–variance...
Note on optimal ordering policy with different lead times and convex ordering costs
Note on optimal ordering policy with different lead times and convex ordering costs
2011,
This note generalizes Fukuda's two-alternate-lead-times model (1964) with linear...
ACADO toolkit–An open-source framework for automatic control and dynamic optimization
ACADO toolkit–An open-source framework for automatic control and dynamic optimization
2011,
In this paper the software environment and algorithm collection ACADO Toolkit is...
A data mining framework for product and service migration analysis
A data mining framework for product and service migration analysis
2012,
With new technologies or products invented, customers migrate from a legacy product to...
How accurate are government forecasts of economic fundamentals? The case of Taiwan
How accurate are government forecasts of economic fundamentals? The case of Taiwan
2011,
A government’s ability to forecast key economic fundamentals accurately can...
Kernel‐based calibration diagnostics for recession and inflation probability forecasts
Kernel‐based calibration diagnostics for recession and inflation probability forecasts
2011,
A probabilistic forecast is the estimated probability with which a future event will...
Validation and forecasting accuracy in models of climate change
Validation and forecasting accuracy in models of climate change
2011,
Forecasting researchers, with few exceptions, have ignored the current major...
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