Results 101 to 110 of about 5,003 (230)

Mortality Forecasting Using Variational Inference

Journal of Forecasting, EarlyView.
ABSTRACT This paper considers the problem of forecasting mortality rates. A large number of models have already been proposed for this task, but they generally have the disadvantage of either estimating the model in a two‐step process, possibly losing efficiency, or relying on methods that are cumbersome for the practitioner to use.
Patrik Andersson, Mathias Lindholm
wiley   +1 more source

Governance and public health expenditure in Côte d'Ivoire: examination of the dynamic relationship. [PDF]

Health Econ Rev
Diarrassouba AS, Coulibaly FN, Comoé A.
europepmc   +1 more source

Essays On Nonparametric Econometrics With Applications To Consumer And Financial Economics

, 2008
Yi Zheng
openalex   +1 more source

Econometrics and the Philosophy of Economics [PDF]

, 2003
Bernt P. Stigum
openalex   +1 more source

A Fuzzy Framework for Realized Volatility Prediction: Empirical Evidence From Equity Markets

Journal of Forecasting, EarlyView.
ABSTRACT This study introduces a realized volatility fuzzy time series (RV‐FTS) model that applies a fuzzy c‐means clustering algorithm to estimate time‐varying c$$ c $$ latent volatility states and their corresponding membership degrees. These memberships are used to construct a fuzzified volatility estimate as a weighted average of cluster centroids.
Shafqat Iqbal, Štefan Lyócsa
wiley   +1 more source

Forecasting New Employment Using Nonrepresentative Online Job Advertisements With an Application to the Italian and EU Labor Market

Journal of Forecasting, EarlyView.
ABSTRACT Using online job advertisement data improves the timeliness and granularity depth of analysis in the labor market in domains not covered by official data. Specifically, its variation over time may be used as an anticipator of official employment variations.
Pietro Giorgio Lovaglio, Mario Mezzanzanica   +1 more
wiley   +1 more source

Corrigendum to "Democracy, green energy, trade, and environmental progress in South Asia: Advanced quantile regression perspective" [Heliyon Volume 9, Issue 10, October 2023, Article e20488]. [PDF]

Heliyon
Sultana T, Hossain MS, Chandra Voumik L, Raihan A.   +3 more
europepmc   +1 more source

A Comparison of Realized Measures of Integrated Volatility: Price Duration‐ vs. Return‐Based Approaches

Journal of Forecasting, EarlyView.
ABSTRACT We study the accuracy of a variety of parametric price duration‐based realized variance estimators constructed via various financial duration models and compare their forecasting performance with the performance of various nonparametric return‐based realized variance estimators.
Björn Schulte‐Tillmann, Mawuli Segnon, Timo Wiedemann   +2 more
wiley   +1 more source

A time-series dataset on sustainable development Goals compliance in Europe. [PDF]

Data Brief
Fernández-Macho J.
europepmc   +1 more source

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