We develop a penalized two-pass regression with time-varying factor loadings. The penalization in the first pass enforces sparsity for the time-variation drivers while also maintaining compatibility with the no arbitrage restrictions by regularizing appropriate groups of coefficients. The second...

This book highlights research on the behavioral biases affecting judgmental accuracy in judgmental forecasting and showcases the state-of-the-art in judgment-based predictive analytics. In recent years, technological advancements have made it possible to use predictive analytics to exploit...

Purpose The purpose of the study is to examine the efficiency of linear, nonlinear and artificial neural networks (ANNs), in predicting property prices. Design/methodology/approach The present study uses a dataset of 1,468 real estate transactions from 2020 to 2022, obtained from the Department...