Results 161 to 170 of about 231,620 (237)

Machine Learning Approaches to Forecast the Realized Volatility of Crude Oil Prices

open access: yesJournal 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   +3 more
wiley   +1 more source

A Deep Learning Framework for Forecasting Medium‐Term Covariance in Multiasset Portfolios

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasting the covariance matrix of asset returns is central to portfolio construction, risk management, and asset pricing. However, most existing models struggle at medium‐term horizons, several weeks to months, where shifting market regimes and slower dynamics prevail.
Pedro Reis, Ana Paula Serra, João Gama
wiley   +1 more source

Forecasting Count Data With Varying Dispersion: A Latent‐Variable Approach

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Count data, such as product sales and disease case counts, are common in business forecasting and many areas of science. Although the Poisson distribution is the best known model for such data, its use is severely limited by its assumption that the dispersion is a fixed function of the mean, which rarely holds in real‐world scenarios.
Easton Huch   +3 more
wiley   +1 more source

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das   +2 more
wiley   +1 more source

Optimization of Multi‐Millet Cookie Formulation Using Mixture Design and Their Physicochemical Characterization

open access: yesFood Safety and Health, EarlyView.
Sensory‐driven optimization of multi‐millet cookie formulation using RSM. ABSTRACT The effect of the composition of multi‐millet flour on the sensory acceptability of gluten‐free cookies containing xanthan gum as a binding agent was investigated and optimized.
Akash Kumar   +4 more
wiley   +1 more source

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