Measurement errors and structural breaks are important factors affecting the forecasting accurancy of volatility in the … simultaneously introducing the modification of measurement errors and Markov regime-switching in HAR models. The results show that … using a regime switching-HAR with measurement errors approach can significantly improve predictive accuracy and accurately …

Machine learning is a growing method for causal inference. In machine learning settings, prediction errors are a …

that the optimal restocking policy is a threshold policy. In contrast to prior conjectures, we show that transaction errors … effect, presence of transaction errors breaks the retailer's ability to calculate this distribution by tracking a small set …