Search Results - subject:"Prediction"

Rasooly, Itzhak; Rozzi, Roberto - 2025

In this paper, we conduct a large-scale field experiment to investigate the manipulability of prediction markets. The … whether the effects of these shocks persist over time. We find that prediction markets can be manipulated: the effects of our …

Persistent link: https://www.econbiz.de/10015372547

A critical review of the use of R² in risk equalization research

Ven, Wynand P. van de; Kleef, Richard Cornelis van - In: The European journal of health economics 26 (2025) 3, pp. 363-375

Persistent link: https://www.econbiz.de/10015394744

Forecasting of natural gas based on a novel discrete grey seasonal prediction model with a time power term

Zhang, Jun; Shen, Chaofeng; Qin, Yanping; Chen, Jingyi - In: Energy strategy reviews 58 (2025), pp. 1-15

-intensive. To address this, a novel seasonal discrete grey prediction model with a time power term was developed based on grey … better monitoring system, increase investment in prediction research, and formulate smart policies. The energy industry and …

Persistent link: https://www.econbiz.de/10015437371

ABC-based forecasting in misspecified state space models

Weerasinghe, Chaya; Loaiza-Maya, Rubén; Martin, Gael M.; … - In: International journal of forecasting 41 (2025) 1, pp. 270-289

Persistent link: https://www.econbiz.de/10015440307

A transparent alternative to neural networks with an application to predicting volatility

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: September 12, 2024

Persistent link: https://www.econbiz.de/10015101048

Relevance-based importance : a comprehensive measure of variable importance in prediction

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: September 19, 2024

Persistent link: https://www.econbiz.de/10015101051

When do prediction markets return average beliefs? : experimental evidence

Mantovani, Marco; Filippin, Antonio - 2024

Persistent link: https://www.econbiz.de/10014537458

The virtue of transparency : how to maximize the utility of data without overfitting

Czasonis, Megan; Kritzman, Mark; Turkington, David - 2024 - This version: July 22, 2024

Persistent link: https://www.econbiz.de/10014583528

The inequality of labor and health risks : a probability-impact perspective

Hekkelman, Brinn; Kastelein, Pim; Vissers, Suzanne - 2025

Persistent link: https://www.econbiz.de/10015333558

On GARCH and autoregressive stochastic volatility approaches for market calibration and option pricing

Pang, Tao; Zhao, Yang - In: Risks : open access journal 13 (2025) 2, pp. 1-24

In this paper, we carry out a comprehensive comparison of Gaussian generalized autoregressive conditional heteroskedasticity (GARCH) and autoregressive stochastic volatility (ARSV) models for volatility forecasting using the S&P 500 Index. In particular, we investigate their performance using...

Persistent link: https://www.econbiz.de/10015334547