Results 231 to 240 of about 300,067 (295)

Evaluating Forecasts at Multiple Horizons: An Extension of the Diebold–Mariano Approach

Journal of Forecasting, EarlyView.
ABSTRACT Forecast accuracy tests are fundamental tools for comparing competing predictive models. The widely used Diebold–Mariano (DM) test assesses whether differences in forecast errors are statistically significant. However, its standard form is limited to pairwise comparisons at a single forecast horizon.
Andrew Grant, Matus Mrazik, Steve Satchell   +2 more
wiley   +1 more source

The power of bridging decision scales: Model coupling for advanced climate policy analysis. [PDF]

Proc Natl Acad Sci U S A
Filatova T, Akkerman J, Bosello F, Chatzivasileiadis T, Cortés Arbués I, Ghorbani A, Ivanova O, Knittel N, Kwakkel J, Lamperti F, Magliocca NR, Marangoni G, Nabernegg S, Pichler A, Poujon A, Safarzynska K, Taberna A, van Sluisveld MAE, Verbeek L, Wei T.   +19 more
europepmc   +1 more source

DSGE Model Forecasting: Rational Expectations Versus Adaptive Learning

Journal of Forecasting, EarlyView.
ABSTRACT This paper compares within‐sample and out‐of‐sample fit of a DSGE model with rational expectations to a model with adaptive learning. The Galí, Smets, and Wouters model is the chosen laboratory using quarterly real‐time euro area data vintages, covering 2001Q1–2019Q4.
Anders Warne
wiley   +1 more source

Information-Theoretic ESG Index Direction Forecasting: A Complexity-Aware Framework. [PDF]

Entropy (Basel)
Öztürk KN, Yiğit ÖE.
europepmc   +1 more source

On the Comovement of Contango and Backwardation Across Futures Commodity Markets

Journal of Futures Markets, EarlyView.
ABSTRACT We examine the time‐varying nature of the comovement of the slope of the futures curve in major agricultural, metals and energy commodity futures markets in a Global Vector Autoregressive model. We find significant comovement between the slopes, indicating the co‐existence of backwardation and contango in many seemingly unrelated commodity ...
Angelo Luisi, Francesco Roccazzella, Athanasios Triantafyllou   +2 more
wiley   +1 more source

The impact of social security systems on public health outcomes: an economic perspective on machine translation applications. [PDF]

Front Public Health
Niu S, Li W, Li-Li.
europepmc   +1 more source

Factor-based deep reinforcement learning for asset allocation: Comparative analysis of static and dynamic beta reward designs. [PDF]

PLoS One
Jung NH, Oh T.
europepmc   +1 more source

Entropy and Chaos-Based Modeling of Nonlinear Dependencies in Commodity Markets. [PDF]

Entropy (Basel)
Georgescu I, Kinnunen J.
europepmc   +1 more source

Education as an upstream social security intervention: constructing a competency-based talent development framework in health economics. [PDF]

Front Public Health
Luo H, Li A, Hua H.
europepmc   +1 more source

The impact of trade frictions on the financial vulnerability of Chinese households. [PDF]

PLoS One
Xue X, Hao Y, Feng J, Han L.
europepmc   +1 more source