Results 231 to 240 of about 29,537 (247)

Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts

Journal of Forecasting, EarlyView.
ABSTRACT Forecast quality should be assessed in the context of what is possible in theory and what is reasonable to expect in practice. Often, one can identify an approximate upper bound to a probabilistic forecast's sharpness, which sets a lower, not necessarily achievable, limit to error metrics.
Malte C. Tichy, Illia Babounikau, Nikolas Wolke, Stefan Ulbrich, Michael Feindt   +4 more
wiley   +1 more source

Stock Portfolio Management Based on AI Technology

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting stock performance is crucial for formulating a profitable trading approach aimed at achieving significant gains. In addition, prediction results serve as essential prerequisites for creating and optimizing active investment portfolios.
Alejandro Moreno Alonso, Joaquín Ordieres‐Meré   +1 more
wiley   +1 more source

A Two‐Stage NLP‐Driven Framework for Interval‐Valued Carbon Price Prediction Using Sentiment Analysis and Error Correction

Journal of Forecasting, EarlyView.
ABSTRACT Accurate predictions of carbon prices are essential for efficient administration and stable operation of carbon markets. Previous studies have mostly focused on point or interval predictions based on point‐valued data. These approaches insufficiently capture the full extent of market volatility.
Di Sha, Xianyi Zeng, Arne Johannssen, Ruolin Wang, Kim Phuc Tran   +4 more
wiley   +1 more source

Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting systems have a long tradition in providing outputs accompanied by explanations. While the vast majority of such explanations relies on inherently interpretable linear statistical models, research has put forth eXplainable Artificial Intelligence (XAI) methods to improve the comprehensibility of nonlinear machine learning models. As
Felix Haag, Konstantin Hopf, Thorsten Staake   +2 more
wiley   +1 more source

Production functions for general hospitals : an econometric analysis

, 1980
A. Montfort
openalex   +1 more source

A Novel Approach to Forecasting After Large Forecast Errors

Journal of Forecasting, EarlyView.
ABSTRACT A sequence of increasingly large same‐sign 1‐step‐ahead forecast errors are most likely due to a sudden unexpected shift. Large forecast errors can be expensive, but also contain valuable information. Impulse indicators acting as intercept corrections to set forecasts back on track can be quickly tested for replacing outliers, a location shift
Jennifer L. Castle, Jurgen A. Doornik, David F. Hendry   +2 more
wiley   +1 more source

Food-Away-from-Home Expenditure in Mexico during the COVID-19 Pandemic: A Micro-Econometric Analysis

, 2021
Aguilar-Lopez A, Kuhar A.
europepmc   +1 more source

Optimal Variance Forecasting in a Trading Context

Journal of Forecasting, EarlyView.
ABSTRACT In financial trading, the economic value of return and variance forecasts arises from three key components: an investor's risk preference, the quality of return predictions, and the accuracy of risk estimates. This study isolates the third component—risk knowledge—and demonstrates that its contribution is a non‐linear function of realized and ...
Nick Taylor
wiley   +1 more source

Investigation of Social Media Metrics With Respect to Demand Modeling for Promotional Products

Journal of Forecasting, EarlyView.
ABSTRACT Social media (SM) has revolutionized the way companies connect with customers, enabling more personalized marketing strategies and enhancing engagement. With platforms like Facebook offering detailed user data, businesses can create more targeted advertising campaigns. This paper proposes an approach to categorizing SM variables based on their
Yvonne Badulescu, Fernan Cañas, Ari‐Pekka Hameri, Naoufel Cheikhrouhou   +3 more
wiley   +1 more source