Keyword: financial

Found 1008 papers in total
Demand for hotel spending by visitors to Hong Kong: a study of various forecasting techniques
Demand for hotel spending by visitors to Hong Kong: a study of various forecasting techniques
2000,
The accurate forecasting of demand for hotel spending is crucial for hoteliers, in...
A formulation of portfolio selection problem with multiple criteria
A formulation of portfolio selection problem with multiple criteria
2005,
Portfolio-type problems arise in many decision-making situations. In this paper, we...
Rough sets bankruptcy prediction models versus auditor signalling rates
Rough sets bankruptcy prediction models versus auditor signalling rates
2003,
Both international and US auditing standards require auditors to evaluate the risk of...
Optimal control of a revenue management system with dynamic pricing facing linear demand
Optimal control of a revenue management system with dynamic pricing facing linear demand
2006,
This paper considers a dynamic pricing problem over a finite horizon where demand for...
Vector smooth transition regression models for US GDP and the composite index of leading indicators
Vector smooth transition regression models for US GDP and the composite index of leading indicators
2004,
In this paper, I extend to a multiple-equation context the linearity, model selection...
Forecast accuracy after pretesting with an application to the stock market
Forecast accuracy after pretesting with an application to the stock market
2004,
In econometrics, as a rule, the same data set is used to select the model and,...
Human judgments in New York state sales and use tax forecasting
Human judgments in New York state sales and use tax forecasting
2004,
Human judgments have become quite important in revenue forecasting processes. This...
Forecasting the Treasury's balance at the Fed
Forecasting the Treasury's balance at the Fed
2004,
As part of the Fed's daily operating procedure, the Federal Reserve Bank of New York,...
Combination forecasts of output growth in a seven-country data set
Combination forecasts of output growth in a seven-country data set
2004,
This paper uses forecast combination methods to forecast output growth in a...
Incorporating sequential information into traditional classification models by using an element/position-sensitive sequence-alignment method
Incorporating sequential information into traditional classification models by using an element/position-sensitive sequence-alignment method
2006,
The inability to capture sequential patterns is a typical drawback of predictive...
Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
Quarterly real GDP estimates for China and ASEAN4 with a forecast evaluation
2004,
The growing affluence of the East and Southeast Asian economies has come about through...
Daily volatility forecasts: reassessing the performance of GARCH models
Daily volatility forecasts: reassessing the performance of GARCH models
2004,
Volatility plays a key role in asset and portfolio management and derivatives pricing....
A fractal forecasting model for financial time series
A fractal forecasting model for financial time series
2004,
Financial market time series exhibit high degrees of non-linear variability, and...
A classifying procedure for signalling turning points
A classifying procedure for signalling turning points
2004,
A Hidden Markov Model (HMM) is used to classify an out-of-sample observation vector...
Value at risk from econometric models and implied from currency options
Value at risk from econometric models and implied from currency options
2004,
This paper compares daily exchange rate value at risk estimates derived from...
A net present value assessment of make-to-order and make-to-stock manufacturing systems
A net present value assessment of make-to-order and make-to-stock manufacturing systems
2007,
This paper shows the impact of using the net present value (NPV) on parameter...
Robustness of alternative non-linearity tests for self-exciting threshold autoregressive models
Robustness of alternative non-linearity tests for self-exciting threshold autoregressive models
2004,
In recent years there has been a growing interest in exploiting potential forecast...
Comparing the accuracy of density forecasts from competing models
Comparing the accuracy of density forecasts from competing models
2004,
A rapidly growing literature emphasizes the importance of evaluating the forecast...
Non-linear forecasts of stock returns
Non-linear forecasts of stock returns
2003,
Following recent non-linear extensions of the present-value model, this paper examines...
A neural network versus Black–Scholes: a comparison of pricing and hedging performances
A neural network versus Black–Scholes: a comparison of pricing and hedging performances
2003,
An Erratum has been published for this article in Journal of Forecasting 22(6/7) 2003,...
Selection of Value-at-Risk models
Selection of Value-at-Risk models
2003,
Value-at-Risk (VaR) is widely used as a tool for measuring the market risk of asset...
Forecasting time series with long memory and level shifts
Forecasting time series with long memory and level shifts
2005,
It is well known that some economic time series can be described by models which allow...
Beating the random walk in Central and Eastern Europe
Beating the random walk in Central and Eastern Europe
2005,
We compare the accuracy of vector autoregressive (VAR), restricted vector...
Model uncertainty, thick modelling and the predictability of stock returns
Model uncertainty, thick modelling and the predictability of stock returns
2005,
Recent financial research has provided evidence on the predictability of asset...
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