Results 131 to 140 of about 89,446 (238)

Local Polynomial Regression and Filtering for a Versatile Mesh‐Free PDE Solver

open access: yesInternational Journal for Numerical Methods in Fluids, EarlyView.
A high‐order, mesh‐free finite difference method for solving differential equations is presented. Both derivative approximation and scheme stabilisation is carried out by parametric or non‐parametric local polynomial regression, making the resulting numerical method accurate, simple and versatile. Numerous numerical benchmark tests are investigated for
Alberto M. Gambaruto
wiley   +1 more source

Forecasting House Prices: The Role of Market Interconnectedness

open access: yesJournal 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

Regime‐Dependent Nowcasting of the Austrian Economy

open access: yesJournal 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

Electricity Price Prediction Using Multikernel Gaussian Process Regression Combined With Kernel‐Based Support Vector Regression

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper presents a new hybrid model for predicting German electricity prices. The algorithm is based on a combination of Gaussian process regression (GPR) and support vector regression (SVR). Although GPR is a competent model for learning stochastic patterns within data and for interpolation, its performance for out‐of‐sample data is not ...
Abhinav Das   +2 more
wiley   +1 more source

Identifying Drivers of Deviations From Rational Expectations: Using a New Irrational Index for Inflation Forecasts

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Most studies on inflation forecasts have studied behavioral biases, informational frictions, or external shocks in isolation, without considering how these factors jointly drive deviations from rational expectations. We therefore adopt an integrated framework that simultaneously estimates the behavioral, informational, and external ...
Belen Chocobar, Peter Claeys
wiley   +1 more source

Exploring the Nexus Between Sustainability Index and Central European Stock Markets Competitiveness: Evidence Through Time–Frequency Analysis and SHAP

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Sustainability has become an important factor shaping financial markets and investor behavior. This paper examines the relationship between sustainability indices and Central European stock markets using a time–frequency approach. Wavelet coherence is employed to capture time‐varying co‐movements between sustainability indices and stock market
Zuzana Janková   +4 more
wiley   +1 more source

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