Results 191 to 200 of about 267,812 (289)

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents an evaluation of the accuracy of machine learning (ML) techniques in forecasting the realized volatility of West Texas Intermediate (WTI) crude oil prices. We compare several ML algorithms, including regularization, regression trees, random forests, and neural networks, to several heterogeneous autoregressive (HAR) models ...
Talha Omer, Kristofer Månsson, Pär Sjölander, Gazi Salah Uddin   +3 more
wiley   +1 more source

An analytical framework for examining the ethical dimensions of innovative humanitarian finance. [PDF]

J Int Humanit Action
Zulkaphil L.
europepmc   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

LSTM-augmented vine copula modelling for energy-finance contagion analysis. [PDF]

Sci Rep
Zeng L, Huang J, Lin X.
europepmc   +1 more source

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

What affects rural households' entrepreneurial performance: Formal or informal finance availability? [PDF]

PLoS One
Xiang Z, Yin Q, Xue X, Zhang W, Wang X.
europepmc   +1 more source

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

Journal of Forecasting, EarlyView.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das, Stephan Schlüter, Lorenz Schneider   +2 more
wiley   +1 more source

Financial determinants of effective hypertension and diabetes care in rural primary health facilities in Kisumu, Kenya: a mixed-methods study. [PDF]

BMC Public Health
Amollo NW, Ogol J, Museve E, Owenga JA, Aduda DO, Onguru D.   +5 more
europepmc   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

Journal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková, Dipak Kumar Jana, Michal Páleš, Elena Fleaca, Petr Dostál   +4 more
wiley   +1 more source

Research on Regional Variations in Potato Price Fluctuations and Inter-Regional Transmission Mechanisms in China. [PDF]

Foods
Lu H, Li T, Hao R, Liu Z, Gao M, Chen J.
europepmc   +1 more source