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~isPartOf:"International journal of forecasting"
~isPartOf:"Risks : open access journal"
~subject:"Bayes-Statistik"
~subject:"Künstliche Intelligenz"
~type:"article"
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1,650
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International journal of forecasting
Risks : open access journal
Journal of forecasting
74
European journal of operational research : EJOR
41
Journal of econometrics
38
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
34
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IEEE transactions on engineering management : EM
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Research in international business and finance
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International Journal of Financial Studies : open access journal
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Journal of empirical finance
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ECONIS (ZBW)
166
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166
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1
Forecast
combinations : an over 50-year review
Wang, Xiaoqian
;
Hyndman, Rob J.
;
Li, Feng
;
Kang, Yanfei
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1518-1547
Persistent link: https://www.econbiz.de/10014465324
Saved in:
2
Markov-Switching Bayesian vector autoregression model in mortality forecasting
Fu, Wanying
;
Smith, Barry R.
;
Brewer, Patrick
;
Droms, Sean
- In:
Risks : open access journal
11
(
2023
)
9
,
pp. 1-23
flexibility in the shapes of point-
forecast
curves and shapes of confidence intervals than BVAR. Through regime-switching, MSBVAR …
Persistent link: https://www.econbiz.de/10014370531
Saved in:
3
Model error (or ambiguity) and its estimation, with particular application to loss reserving
Taylor, Greg
;
Mc Guire, Gráinne
- In:
Risks : open access journal
11
(
2023
)
11
,
pp. 1-28
This paper is concerned with the estimation of
forecast
error, particularly in relation to insurance loss reserving ….
Forecast
error is generally regarded as consisting of three components, namely parameter, process and model errors. The first …
Persistent link: https://www.econbiz.de/10014435599
Saved in:
4
Evaluating the effectiveness of modern forecasting models in predicting commodity futures prices in volatile economic times
Vancsura, László
;
Tatay, Tibor
;
Bareith, Tibor
- In:
Risks : open access journal
11
(
2023
)
2
,
pp. 1-16
The paper seeks to answer the question of how price forecasting can contribute to which techniques gives the most accurate results in the futures commodity market. A total of two families of models (decision trees, artificial intelligence) were used to produce estimates for 2018 and 2022 for 21-...
Persistent link: https://www.econbiz.de/10014233184
Saved in:
5
Advancing the use of deep learning in loss reserving : a Generalized DeepTriangle approach
Feng, Yining
;
Li, Shuanming
- In:
Risks : open access journal
12
(
2024
)
1
,
pp. 1-14
This paper proposes a generalized deep learning approach for predicting claims developments for non-life insurance reserving. The generalized approach offers more flexibility and accuracy in solving actuarial reserving problems. It predicts claims outstanding weighted by exposure instead of loss...
Persistent link: https://www.econbiz.de/10014480914
Saved in:
6
A generalized linear model and machine learning approach for predicting the frequency and severity of cargo insurance in Thailand's border trade context
Praiya Panjee
;
Sataporn Amornsawadwatana
- In:
Risks : open access journal
12
(
2024
)
2
,
pp. 1-33
insurance companies to enhance risk assessment processes, set suitable premiums, manage reserves, and accurately
forecast
claim …
Persistent link: https://www.econbiz.de/10014497395
Saved in:
7
Machine learning in forecasting motor insurance claims
Poufinas, Thomas
;
Gkonkas, Periklēs
;
Papadimitiou, …
- In:
Risks : open access journal
11
(
2023
)
9
,
pp. 1-19
Vector Machines-SVM, Decision Trees, Random Forests, and Boosting) to
forecast
the average (mean) insurance claim per insured …
Persistent link: https://www.econbiz.de/10014375275
Saved in:
8
Optimizing pension participation in Kenya through predictive modeling : a comparative analysis of tree-based machine learning algorithms and logistic regression classifier
Yego, Nelson Kemboi
;
Kasozi, Juma
;
Nkurunziza, Joseph
- In:
Risks : open access journal
11
(
2023
)
4
,
pp. 1-21
Pension plans play a vital role in the economy by impacting savings, consumption, and investment allocation. Despite declining mortality rates and increasing life expectancy, pension enrollment remains low, affecting the long-term financial stability and well-being of populations. To address...
Persistent link: https://www.econbiz.de/10014303858
Saved in:
9
Recent advances in intra-hour solar forecasting : a review of ground-based sky image methods
Lin, Fan
;
Zhang, Yao
;
Wang, Jianxue
- In:
International journal of forecasting
39
(
2023
)
1
,
pp. 244-265
Persistent link: https://www.econbiz.de/10014462778
Saved in:
10
Macroeconomic forecasting in the Euro area using predictive combinations of DSGE models
Čapek, Jan
;
Crespo Cuaresma, Jesús
;
Hauzenberger, Niko
; …
- In:
International journal of forecasting
39
(
2023
)
4
,
pp. 1820-1838
Persistent link: https://www.econbiz.de/10014465357
Saved in:
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