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
Optimizing microgrid operations with consideration of energy conservation and emission reduction benefits in spatial econometrics. [PDF]
Sci RepZhao B, Guan X, Tao X, Bai Z, Gao S.
europepmc +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 +3 more
wiley +1 more source
Estimating wage disparities using foundation models. [PDF]
Proc Natl Acad Sci U S AVafa K, Athey S, Blei DM.
europepmc +1 more source
Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting
Journal of Forecasting, EarlyView.ABSTRACT Time series decomposition as a general preprocessing method has been widely used in the field of time series forecasting. However, since the future is unknown, this preprocessing practice is limited in realistic forecasting, especially in real‐time forecasting scenarios.
Keyan Jin +1 more
wiley +1 more source
An integrated framework for reducing construction carbon emissions using real-time monitoring and econometrics. [PDF]
Sci RepBai F +7 more
europepmc +1 more source
Are the Representative Agent's Beliefs Based on Efficient Econometric Models?
, 2013 Maurizio Bovi
openalex +1 more source
UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions
Journal of Forecasting, EarlyView.ABSTRACT Policy makers are concerned with the accuracy of GDP forecasts and want to understand the reasons for the revision of forecasts. We study these issues by examining forecasts of annual UK GDP growth by a panel of agents, published monthly by HM Treasury. We focus on two main issues: the developing accuracy of the group‐mean forecast as horizons
Nigel Meade, Ciaran Driver
wiley +1 more source
Dynamic assessment of the ecological value of cultivated land based on the Gompertz curve model: A case study of Lezhi County, China. [PDF]
PLoS OneYuan L, Chen H, Xu J, Wang H.
europepmc +1 more source