Results 161 to 170 of about 530,885 (286)

Dynamic forecasting of China's carbon market prices by the coupling of macroeconomic indicators and LSTM model. [PDF]

Sci Rep
Wang Y, Huo H, Liu X, Song F, Huang S.
europepmc   +1 more source

Does Macroeconomic Indicators exert shock on the Nigerian Capital Market? [PDF]

This study examines the long-run and short-run effect of macroeconomic variables on the Nigerian capital market between 1984 and 2007. The properties of the time series variables are examined using the Augmented Dickey-Fuller (ADF) test and most of the ...
Atanda, Akinwande A., Maku, Olukayode E.
core   +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

The global macroeconomic burden of diabetes mellitus. [PDF]

Nat Med
Chen S, Cao Z, Chen W, Zhao J, Jiao L, Prettner K, Kuhn M, Pan A, Bärnighausen TW, Bloom DE.   +9 more
europepmc   +1 more source

Forecasting stock market volatility with macroeconomic variables in real time [PDF]

We compared forecasts of stock market volatility based on real-time and revised macroeconomic data. To this end, we used a new dataset on monthly real-time macroeconomic variables for Germany. The dataset covers the period 1994-2005.
Döpke, Jörg, Hartmann, Daniel, Pierdzioch, Christian   +2 more
core  

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

Assessing the Macroeconomic Determinants of International Tourist Arrival in India: An ARDL Bounds Testing Approach. [PDF]

F1000Res
Singh AK, Oyelakin IO, Kushwah RS, Bharti S, Paatlan S, Mahusain MA, Alturki KH, Singh AK.   +7 more
europepmc   +1 more source

Agent-based financial markets and New Keynesian macroeconomics: A synthesis [PDF]

We combine a simple agent-based model of financial markets with a standard New Keynesian macroeconomic model via two straightforward channels. The result is a macroeconomic model that allows for the endogenous development of stock price bubbles.
Lengnick, Matthias, Wohltmann, Hans-Werner   +1 more
core  

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

Journal 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

An enhanced bat algorithm based intelligent inspired architecture for resilient macroeconomic prediction. [PDF]

Sci Rep
Mou S, Gan J, Yang Y, Lan Y, Rao C.
europepmc   +1 more source