Keyword: forecasting: applications

Found 1283 papers in total
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias
Adaptive Evolutionary Neural Networks for Forecasting and Trading without a Data-Snooping Bias
2016,
In this paper, we present two neural‐network‐based techniques: an...
Impact of Macroeconomic Announcements on US Equity Prices: 2009‐2013
Impact of Macroeconomic Announcements on US Equity Prices: 2009‐2013
2016,
Returns of several US equity exchange‐traded funds on the days of major...
The Information Content of Equity Block Trades on the Warsaw Stock Exchange: Conventional and Bootstrap Approaches
The Information Content of Equity Block Trades on the Warsaw Stock Exchange: Conventional and Bootstrap Approaches
2016,
This paper focuses on the Polish stock market by analysing the information content of...
The Dynamic Newsvendor Model with Correlated Demand
The Dynamic Newsvendor Model with Correlated Demand
2016,
The classic newsvendor model was developed under the assumption that...
Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
Predicting Stock Return Volatility: Can We Benefit from Regression Models for Return Intervals?
2016,
We study the performance of recently developed linear regression models for interval...
The Information Content of Intraday Implied Volatility for Volatility Forecasting
The Information Content of Intraday Implied Volatility for Volatility Forecasting
2016,
This study examines the intraday S&P 500 implied volatility index (VIX) to...
Bayesian Model Averaging under Regime Switching with Application to Cyclical Macro Variable Forecasting
Bayesian Model Averaging under Regime Switching with Application to Cyclical Macro Variable Forecasting
2016,
Model uncertainty and recurrent or cyclical structural changes in macroeconomic time...
Comparison of Near Neighbour and Neural Network in Travel Forecasting
Comparison of Near Neighbour and Neural Network in Travel Forecasting
2016,
In this paper we confirm the existence of nonlinear dynamics in a time series of...
Forecasting High-Frequency Risk Measures
Forecasting High-Frequency Risk Measures
2016,
This article proposes intraday high‐frequency risk (HFR) measures for market...
Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
Probabilistic Forecasts of Wind Power Generation by Stochastic Differential Equation Models
2016,
The increasing penetration of wind power has resulted in larger shares of volatile...
Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data
Google's MIDAS Touch: Predicting UK Unemployment with Internet Search Data
2016,
Internet search data could be a useful source of information for policymakers when...
Remaining Life Prediction Based on Wiener Processes with ADT Prior Information
Remaining Life Prediction Based on Wiener Processes with ADT Prior Information
2016,
Precisely predicting the remaining life for an individual plays an important role in...
Computing Transition Probability in Markov Chain for Early Prediction of Software Reliability
Computing Transition Probability in Markov Chain for Early Prediction of Software Reliability
2016,
Early prediction of software reliability provides basis for evaluating potential...
Clustering Empirical Failure Rate Curves for Reliability Prediction Purposes in the Case of Consumer Electronic Products
Clustering Empirical Failure Rate Curves for Reliability Prediction Purposes in the Case of Consumer Electronic Products
2016,
In this paper, a methodology based on the combination of time series modeling and soft...
System Reliability with Multiple Failure Modes and Time Scales
System Reliability with Multiple Failure Modes and Time Scales
2016,
Lifetime of some systems can be measured based on multiple time scales. For instance,...
Expansion planning for waste-to-energy systems using waste forecast prediction sets
Expansion planning for waste-to-energy systems using waste forecast prediction sets
2016,
We consider an expansion planning problem for Waste‐to‐Energy (WtE)...
Predicting daily ozone concentration maxima using fuzzy time series based on a two-stage linguistic partition method
Predicting daily ozone concentration maxima using fuzzy time series based on a two-stage linguistic partition method
2011,
Air pollution is a result of global warming, greenhouse effects, and acid rain....
Flattening of bond yield curves
Flattening of bond yield curves
1987,
Putting no restrictions on forward interest rates, earlier research has shown that...
An integrated unscented kalman filter and relevance vector regression approach for lithium-ion battery remaining useful life and short-term capacity prediction
An integrated unscented kalman filter and relevance vector regression approach for lithium-ion battery remaining useful life and short-term capacity prediction
2015,
The gradual decreasing capacity of lithium-ion batteries can serve as a health...
Forecasting electricity smart meter data using conditional kernel density estimation
Forecasting electricity smart meter data using conditional kernel density estimation
2016,
The recent advent of smart meters has led to large micro-level datasets. For the first...
Newsvendor problems with demand forecast updating and supply constraints
Newsvendor problems with demand forecast updating and supply constraints
2016,
This study investigates an extension of the newsvendor model with demand forecast...
Models and forecasts of credit card balance
Models and forecasts of credit card balance
2016,
Credit card balance is an important factor in retail finance. In this article we...
Accuracy of mortgage portfolio risk forecasts during financial crises
Accuracy of mortgage portfolio risk forecasts during financial crises
2016,
This paper explores whether factor based credit portfolio risk models are able to...
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
An empirical comparison of classification algorithms for mortgage default prediction: evidence from a distressed mortgage market
2016,
This paper evaluates the performance of a number of modelling approaches for future...
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