Results 211 to 220 of about 354,343 (344)

Forecasting Carbon Prices: A Literature Review

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Carbon emissions trading is utilized by a growing number of states as a significant tool for addressing greenhouse gas emissions (GHG), global warming problem and the climate crisis. Accurate forecasting of carbon prices is essential for effective policy design and investment strategies in climate change mitigation.
Konstantinos Bisiotis   +2 more
wiley   +1 more source

A hybrid support vector machine and neural network model with fuzzy logic fusion for smart city traffic prediction. [PDF]

open access: yesSci Rep
Abbas B   +7 more
europepmc   +1 more source

Validating Explainer Methods: A Functionally Grounded Approach for Numerical Forecasting

open access: yesJournal 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   +2 more
wiley   +1 more source

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

open access: yesJournal 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

The Case of Fleeting Orders and Flickering Quotes

open access: yesJournal of Futures Markets, EarlyView.
ABSTRACT The literature controversially discusses the ambiguous motives and driving forces behind quickly cancelled limit orders (fleeting orders), which are characteristic of high‐frequency markets. In particular, manipulative and dysfunctional characteristics are feared. We analyze top‐of‐book fleeting orders—so‐called flickering quotes—and show with
Markus Ulze   +2 more
wiley   +1 more source

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