Keyword: forecasting: applications

Found 1283 papers in total
Risk factor beta conditional value‐at‐risk
Risk factor beta conditional value‐at‐risk
2009,
We propose a new approach to the estimation of the portfolio...
Predictive system for monitoring regional visitor attendance levels in large recreational areas
Predictive system for monitoring regional visitor attendance levels in large recreational areas
2009,
The number of people in a certain place in desired time period is one of the main...
The artificial neural network for forecasting foreign exchange rates
The artificial neural network for forecasting foreign exchange rates
2009,
A foreign exchange market is one of the highly invested markets in the world with an...
Simulation-based key performance indicators for evaluating the quality of airline demand forecasting
Simulation-based key performance indicators for evaluating the quality of airline demand forecasting
2009,
This article describes an approach to evaluating the quality of airline demand...
P/E changes: some new results
P/E changes: some new results
2009,
The P/E ratio is often used as a metric to compare individual stocks and the market as...
Stock market volatility and the forecasting performance of stock index futures
Stock market volatility and the forecasting performance of stock index futures
2009,
This study attempts to apply the general equilibrium model of stock index futures with...
Financial risk forecasting with nonlinear dynamics and support vector regression
Financial risk forecasting with nonlinear dynamics and support vector regression
2009,
We propose a dynamical description of financial time series capable of making...
Electricity demand and supply projections for Indian economy
Electricity demand and supply projections for Indian economy
2009,
The present paper deals with an econometric model to forecast future electricity...
A diffusion model for products with indirect network externalities
A diffusion model for products with indirect network externalities
2008,
This paper develops a new diffusion model that incorporates the indirect network...
A linear benchmark for forecasting GDP growth and inflation?
A linear benchmark for forecasting GDP growth and inflation?
2008,
Predicting the future evolution of GDP growth and inflation is a central concern in...
Forecasting euro area variables with German pre-EMU data
Forecasting euro area variables with German pre-EMU data
2008,
It is investigated whether euro area variables can be forecast better based on...
Short-term prediction of motorway travel time using ANPR and loop data
Short-term prediction of motorway travel time using ANPR and loop data
2008,
Travel time is a good operational measure of the effectiveness of transportation...
An assessment of the EU growth forecasts under asymmetric preferences
An assessment of the EU growth forecasts under asymmetric preferences
2008,
EU Commission forecasts are used as a benchmark within the framework of the Stability...
Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
Bankruptcy prediction using a discrete-time duration model incorporating temporal and macroeconomic dependencies
2008,
The purpose of this paper is to build an alternative method of bankruptcy prediction...
Forecasting volatility with outliers in GARCH models
Forecasting volatility with outliers in GARCH models
2008,
In this paper, we detect and correct abnormal returns in 17 French stocks returns and...
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
Quantile forecasting for credit risk management using possibly misspecified hidden Markov models
2008,
Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs...
Is it a short-memory, long-memory, or permanently Granger-causation influence?
Is it a short-memory, long-memory, or permanently Granger-causation influence?
2008,
Exploring the Granger-causation relationship is an important and interesting topic in...
Tourism in the Canary Islands: forecasting using several seasonal time series models
Tourism in the Canary Islands: forecasting using several seasonal time series models
2008,
This paper deals with the analysis of the number of tourists travelling to the Canary...
Modeling regime transition in stock index futures markets and forecasting implications
Modeling regime transition in stock index futures markets and forecasting implications
2008,
Using a time-varying regime-switching vector error correction approach, this paper...
Optimal sampling frequency for volatility forecast models for the Indian stock markets
Optimal sampling frequency for volatility forecast models for the Indian stock markets
2009,
This paper evaluates the performance of conditional variance models using...
Expectations, use and judgmental adjustment of external financial and economic forecasts: an empirical investigation
Expectations, use and judgmental adjustment of external financial and economic forecasts: an empirical investigation
2009,
A survey of 124 users of externally produced financial and economic forecasts in...
Are all crowds equally wise? a comparison of political election forecasts by experts and the public
Are all crowds equally wise? a comparison of political election forecasts by experts and the public
2009,
Four groups made forecasts of the outcome of the Swedish Parliamentary election in the...
Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters
Sports forecasting: a comparison of the forecast accuracy of prediction markets, betting odds and tipsters
2009,
This article compares the forecast accuracy of different methods, namely prediction...
Parsimonious modeling and forecasting of corporate yield curve
Parsimonious modeling and forecasting of corporate yield curve
2009,
This paper investigates the sensitivity of out-of-sample forecasting performance over...
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