Results 231 to 240 of about 124,089 (295)

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

Optimization of unit commitment considering multiple stochastic factors and interruptible load under chance constraints. [PDF]

Sci Rep
Ding B, Zhao M, Qin X, Chen S.
europepmc   +1 more source

Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence From Markov‐Switching Multifractal Models

Journal of Forecasting, EarlyView.
ABSTRACT This paper adopts a bivariate Markov‐switching multifractal (BMSM) model to reexamine comovement in SV between commodity, foreign exchange (FX), and stock markets. After the 2007–2008 global financial crisis understanding volatility linkages and the correlation structure between these markets becomes very important for risk analysts, portfolio
Ruipeng Liu, Mawuli Segnon, Oguzhan Cepni, Rangan Gupta   +3 more
wiley   +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

Impact of accurate load forecasting on electricity market stability in Japan using classical time-series and deep-learning methods. [PDF]

Sci Rep
Rabie D, Moradi M, Xuan W, Farzaneh H.
europepmc   +1 more source

Toxicological Evaluation of the Undesirable Components in Processed Infant Foods Using Artificial Intelligence

Future Postharvest and Food, EarlyView.
The detection of toxins in baby food using artificial intelligence. ABSTRACT Infant foods and baby formulas are becoming increasingly popular across the globe owing to their ease of consumption and nutritional value specific to infants. Impurities may find their way into the food chain at any point from the acquisition of raw materials to final ...
Poornima Singh, Anurag Singh, Ashutosh Upadhyay, Navneet Kumar   +3 more
wiley   +1 more source

Research on agricultural development issues based on comprehensive optimization strategy. [PDF]

Sci Rep
Dayou H, Jieyun LI, Ya W, Susu G, Xinran W, Xianchao W.   +5 more
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

Why Do Hedgers Hedge? The Role of Ambiguity

Journal of Futures Markets, EarlyView.
ABSTRACT This paper investigates whether ambiguity influences hedging behavior in commodity futures markets. Using high‐frequency crude oil futures data, distinct measures of risk and ambiguity are linked to weekly hedging positions from the Commodity Futures Trading Commission (CFTC).
Fiona Höllmann
wiley   +1 more source

Empirical Study on Fluctuation Theorem for Volatility Cascade Processes in Stock Markets. [PDF]

Entropy (Basel)
Maskawa JI.
europepmc   +1 more source