Results 211 to 220 of about 5,992 (265)

Enhancing the forecast accuracy of the daily number of patients arrivals in emergency department by hybrid ARIMAX-ANN algorithm. [PDF]

PLoS One
Tabesh H, AbbaszadehMozaffari A, Ebnehoseini Z, Saki A.   +3 more
europepmc   +1 more source

Flexible Target Prediction for Quantitative Trading in the American Stock Market: A Hybrid Framework Integrating Ensemble Models, Fusion Models and Transfer Learning. [PDF]

Entropy (Basel)
Yan K, Yue Z, Wu CC, He Q, Zhou J, Hao Z, Li Y.   +6 more
europepmc   +1 more source

Entropy-Driven Adaptive Decomposition and Linear-Complexity Score Attention: An AI-Powered Framework for Crude Oil Financial Market Forecasting. [PDF]

Entropy (Basel)
He J, Ma C, Wang S, Zhai Y, Tang Q.
europepmc   +1 more source

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Functional volatility forecasting

Journal of Forecasting, 2023
AbstractWidely used volatility forecasting methods are usually based on low‐frequency time series models. Although some of them employ high‐frequency observations, these intraday data are often summarized into low‐frequency point statistics, for example, daily realized measures, before being incorporated into a forecasting model. This paper contributes
Yingwen Tan, Zhensi Tan, Yinfen Tang, Zhiyuan Zhang   +3 more
openaire   +1 more source

THE ROLE OF IMPLIED VOLATILITY IN VOLATILITY COMBINING FORECASTS

International Journal of Economics and Business Research, 2023
This study explores the role of implied volatility (IV) in volatility combining forecasts for S&P 500 and DAX markets. A range of GARCH models, ad hoc models and STES models were developed to identify the best performing model that served as a base model for subsequent combining process, of which GJRGARCH model appeared to be the superior model among ...
Ho, Jen Sim, Choo, Wei Chong, Boon, Shui Hooi, Wan, Cheong Kin, Zhang, Yuruixian   +4 more
openaire   +1 more source

Forecasting volatility

Statistics & Probability Letters, 2005
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Thavaneswaran, A., Appadoo, S. S., Peiris, S.   +2 more
openaire   +2 more sources