Results 211 to 220 of about 280,531 (306)

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

Composite GDP nowcasting using macroeconomic variables and electricity data. [PDF]

PLoS One
Lan Z, Liu Z, Wu G.
europepmc   +1 more source

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

The mediating role of financial behavior in the relationship between psychological capital and financial wellbeing: evidence from a cross-sectional study in China. [PDF]

Front Psychol
Zhang Y, Gooi LM, Niu J.
europepmc   +1 more source

A statistical model of the market sector of macroeconomic management

Science and Education of the Bauman MSTU, 2013
openaire   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

Journal of Forecasting, EarlyView.
ABSTRACT While the existing research uncovers interconnections between various housing markets, it largely ignores the question of whether such linkages can improve house price predictions. To address this issue, we proceed in two steps. First, we forecast disaggregated house price growth rates from Australia and China to determine whether ...
Zac Chen, George Milunovich, Shuping Shi, Ben Wang   +3 more
wiley   +1 more source

Macroeconomic-aware forecasting of construction costs in developing countries: Using gated recurrent unit and long short-term memory deep learning framework. [PDF]

PLoS One
Alzara M, Gihad N, Abdou H, Soltan A, Hilal A, Ehab A, Ehab A.   +6 more
europepmc   +1 more source

Predicting small bank failures using macroeconomic factors [PDF]

, 2012
Mare, Davide
core  

Regime‐Dependent Nowcasting of the Austrian Economy

Journal of Forecasting, EarlyView.
ABSTRACT We nowcast and forecast economic activity in Austria, namely, real gross domestic product (GDP), consumption, and investment, which are available at a quarterly frequency, using a preselected number of monthly indicators based on a combination of statistical procedures.
Jaroslava Hlouskova, Ines Fortin
wiley   +1 more source

A Hybrid Model for Copper Futures Price Forecasting Utilizing Complexity-Aware Variational Mode Decomposition and Reconstruction and Multi-Behavior-Triggered Interaction Modeling. [PDF]

Entropy (Basel)
Li Y, Liu D.
europepmc   +1 more source