Results 221 to 230 of about 143,911 (316)

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan   +3 more
wiley   +1 more source

Temporal Robustness in Cross‐Country Gross Domestic Product Forecasting: Evidence From Classical, Regime‐Switching, and Ensemble Models

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study evaluates whether the relative performance of gross domestic product forecasting models is temporally robust across economies and changing macroeconomic conditions. Using annual real gross domestic product data from the World Bank for 177 separately reported economies and territories, we conduct a common‐vintage pseudo‐out‐of‐sample
Achilleas Tampouris, Chaido Dritsaki
wiley   +1 more source

LSTM-Based Forecasting of Value at Risk and Expected Shortfall: A Comparison with Classical Approaches

open access: yes
reservedThis thesis compares traditional econometric models and deep learning methods for forecasting market risk, with a focus on Value-at-Risk (VaR) and Expected Shortfall (ES).
DIAN, KAOUTHAR
core  

From Temperature Fluctuations to Precise Control: Biochemical Techniques Integrated Digital‐Intelligent Technology for Vegetable Preservation

open access: yesFuture Postharvest and Food, EarlyView.
The physiological effects and molecular responses of postharvest vegetables to temperature fluctuations, and multi‐technology integration strategies for maintaining postharvest vegetable quality. ABSTRACT Vegetables are indispensable agricultural products in the human diet. With the continuous growth of vegetable production and consumption, postharvest
Shuaishuai Dai   +4 more
wiley   +1 more source

The Global Patent Landscape of Mushroom‐Derived Functional Foods: Current Status, Future Perspectives, and Artificial Intelligence–Driven Exploration

open access: yesFood Safety and Health, EarlyView.
The global patent landscape of mushroom‐derived functional food was widely analyzed, and AI‐integrated approaches realizing cost‐effective and reliable exploration of functional foods derived from mushrooms were explored. ABSTRACT Global health concerns and the increasing demand for nourishment have collectively driven the rising demand for functional ...
Xihong Zhao   +5 more
wiley   +1 more source

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