Results 251 to 260 of about 44,763 (337)

Impact of macroeconomic indicators and regime change on debt stress in Zambia. [PDF]

open access: yesPLoS One
Phiri J   +5 more
europepmc   +1 more source

Visualizing Uncertainty in Time Series Forecasts: The Impact of Uncertainty Visualization on Users' Confidence, Algorithmic Advice Utilization, and Forecasting Performance

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Time series forecasts are always associated with uncertainty. However, experimental studies on the impact of uncertainty communication provide inconclusive results on the effect of providing this uncertainty to end users. In this study, we examine the impact of uncertainty visualizations on advice utilization in the context of time series ...
Dirk Leffrang, Oliver Müller
wiley   +1 more source

Extended Multivariate EGARCH Model: A Model for Zero‐Return and Negative Spillovers

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper introduces an extended multivariate EGARCH model that overcomes the zero‐return problem and allows for negative news and volatility spillover effects, making it an attractive tool for multivariate volatility modeling. Despite limitations, such as noninvertibility and unclear asymptotic properties of the QML estimator, our Monte ...
Yongdeng Xu
wiley   +1 more source

Deep Learning and Machine Learning Insights Into the Global Economic Drivers of the Bitcoin Price

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study examines the connection between Bitcoin and global factors, including the VIX, the oil price, the US dollar index, the gold price, and interest rates estimated using the Federal funds rate and treasury securities rate, for forecasting analysis.
Nezir Köse   +2 more
wiley   +1 more source

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