Results 231 to 240 of about 82,036 (306)

Stock Portfolio Management Based on AI Technology

open access: yesJournal 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   +1 more
wiley   +1 more source

Seasonal Decomposition‐Enhanced Deep Learning Architecture for Probabilistic Forecasting

open access: yesJournal 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

UK Forecasts of Annual GDP: Their Accuracy and the Information Categories Underlying Their Revisions

open access: yesJournal 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

When Are Statistical Forecast Gains Economically Relevant? Evidence From Bitcoin Returns

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT We study how statistical forecast gains for Bitcoin translate into trading profits. Using real‐time out‐of‐sample forecasts from daily bivariate VARs from October 2021 to February 2024, we show that Bitcoin returns are forecastable and that seven predictive indices yield significant gains in directional accuracy (DA).
Rehan Arain, Stephen Snudden
wiley   +1 more source

Enhancing Volatility Prediction: A Wavelet‐Based Hierarchical Forecast Reconciliation Approach

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting realized volatility (RV) has been widely studied, with numerous techniques developed to enhance predictive accuracy. Among these techniques, the use of RV decompositions based on intraday asset returns has been applied. However, the use of a frequency‐based decomposition, which provides unique insights into the dynamics of RV ...
Adam Clements, Ajith Perera
wiley   +1 more source

Ten Recommendations for US Programs Hosting Global Health Partners. [PDF]

open access: yesAnn Glob Health
Crawford AM   +6 more
europepmc   +1 more source

The Impact of Derivative Use on Default Probability Among Nonfinancial Firms: Evidence From European Firms

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT This paper examines how institutional environments shape the effectiveness of derivative hedging in reducing corporate default risk. Using hand‐collected data from non‐financial firms across nine European countries and various econometric methods to control for endogeneity, we provide novel evidence that the risk‐reducing benefits of ...
Amrit Judge, Khai Le, Kim Ly
wiley   +1 more source

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