Results 231 to 240 of about 178,006 (285)

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

Random Integrated Subdata Ensemble Method for Key Variable Selection in Rare Event Setting

Journal of Forecasting, EarlyView.
ABSTRACT We propose a general variable selection procedure to identify key input variables by applying elastic net regression to representative subdata in place of the full sample to select variables. We combine the lists of selected variables from each subdata through ensemble techniques, using the frequency of selecting the variable across different ...
Ching‐Chi Yang, Justin Deng, Lih‐Yuan Deng, Henry Horng‐Shing Lu   +3 more
wiley   +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

Intraday Functional PCA Forecasting of Cryptocurrency Returns

Journal of Forecasting, EarlyView.
ABSTRACT We study the functional PCA (FPCA) forecasting method in application to functions of intraday returns on Bitcoin. We show that improved interval forecasts of future return functions are obtained when the conditional heteroscedasticity of return functions is taken into account.
Joann Jasiak, Cheng Zhong
wiley   +1 more source

What can the Ridge Regression Estimated Linear Probability Model tell us about ChAdOx1 nCoV-19 Vaccine Efficacy in Rhesus Macaques?

, 2020
Gana R.
europepmc   +1 more source

Using DSGE and Machine Learning to Forecast Public Debt for France

Journal of Forecasting, EarlyView.
ABSTRACT Forecasting public debt is essential for effective policymaking and economic stability, yet traditional approaches face challenges due to data scarcity. While machine learning (ML) has demonstrated success in financial forecasting, its application to macroeconomic forecasting remains underexplored, hindered by short historical time series and ...
Emmanouil Sofianos, Thierry Betti, Theophilos Papadimitriou, Amélie Barbier‐Gauchard, Periklis Gogas   +4 more
wiley   +1 more source

Simultaneous Bi‐Jaw Reconstruction: Double Free Fibula Flap Following Resection of Synchronous Oral Malignancy

Head &Neck, EarlyView.
ABSTRACT Background Simultaneous reconstruction of extensive maxillary and mandibular defects in oncological cases is a complex surgical challenge. Methods We report a case of a 56‐year‐old female with synchronous oral malignancy involving upper and lower alveolus.
Subhendu Khan, Varun Saini, Vikram Singh, Ashish Gulia   +3 more
wiley   +1 more source

A benchmarking of genomic selection models for predicting grain-yield related traits using haplotype-based and genome-wide association study-based markers in rice. [PDF]

Plant Genome
Hu X, Xian L, Cao G, Liu S, Wang D, Che Y, Huang W, Lin Y, He L.   +8 more
europepmc   +1 more source