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 +3 more
wiley +1 more source
The impact of ASEAN economic community, firm characteristics and macroeconomics on firm performance and firm value: An investigation of Shariah-compliant firms in Indonesia. [PDF]
HeliyonNikmah C, Hung RJ.
europepmc +1 more source
Saving out of Different Types of Income [PDF]
macroeconomics, financial savings,
Lester D. Taylor
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
Do government outlays crowd-out private consumption? Evidence from the European Union. [PDF]
PLoS OneBölükbaşı ÖF, Çolak O.
europepmc +1 more source
Recession Prediction Markets and Macroeconomic Risk in Asset Prices
, 2020 Jonathan Hartley
openalex +1 more source
Productivity and the Services of Capital and Labor [PDF]
macroeconomics, productivity ...
Martin Neil Baily
core
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 +3 more
wiley +1 more source
Method for predicting the price of carbon based on quadratic decomposition and multiscale prediction. [PDF]
Carbon Balance ManagDuan Y, Liu K, Wang X, Zhang X, Fan Y.
europepmc +1 more source