Results 211 to 220 of about 933,433 (278)

Beta Forecasting With Realized Beta Estimators and Machine Learning Algorithms

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper applies machine learning algorithms to the modeling of realized betas for the purposes of forecasting stock systematic risk. Higher levels of beta forecast accuracy are demonstrated, relative to other studies in the literature. These improvements are also highly significant, both statistically and economically.
Bao Doan   +3 more
wiley   +1 more source

Loss‐Aware Forecast Construction for Realized Variance

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT Forecasts of realized variance are commonly constructed from models of log‐realized variance and then transformed back to the original scale. However, the resulting forecasts are often evaluated using loss functions defined in relative rather than absolute terms, creating a potential mismatch between forecast construction and forecast ...
Nick Taylor
wiley   +1 more source

Diagnostic Yield and Clinical Utility of Chromosomal Microarray Analysis (CMA) in Children With Developmental Delay, Intellectual Disability, and Autism Spectrum Disorder: A Systematic Review. [PDF]

open access: yesCureus
Abdelgayoum Ahmed MO   +7 more
europepmc   +1 more source

Climate Risks and the Risk Premia of AI Stocks: Some Forecasting Experiments

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This study examines whether physical and transition climate‐risk measures predict the risk premia of AI‐related stocks, and whether incorporating these risks improves forecast performance relative to benchmark models. The findings suggest that global transition climate shocks lower the premia of AI stocks, while US climate policy increases ...
Afees A. Salisu, Abeeb O. Olaniran
wiley   +1 more source

MARS‐Diff: Guarded Residual Diffusion for Leakage‐Disciplined Probabilistic Portfolio‐Loss Forecasting

open access: yesJournal of Forecasting, EarlyView.
ABSTRACT This paper develops Masked Asset–Regime Scenario Diffusion (MARS‐Diff), a leakage‐disciplined framework for probabilistic forecasting of multiday portfolio losses. The framework combines a regularized heterogeneous autoregressive model with exogenous predictors (HAR‐X) as its anchor, a train‐only masked representation of a high‐dimensional ...
Çağlar Sözen, Mervenur Sözen
wiley   +1 more source

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