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

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

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

Enhancing stock price prediction using GANs and transformer-based attention mechanisms

Li, Siyi; Xu, Sijie - In: Empirical economics : a quarterly journal of the … 68 (2025) 1, pp. 373-403

Persistent link: https://www.econbiz.de/10015193781

A spatial-temporal dynamic attention-based Mamba model for multi-type passenger demand prediction in multimodal public transit systems

Shao, Zhiqi; Xi, Haoning; Hensher, David A.; Wang, Ze; … - 2025

Persistent link: https://www.econbiz.de/10015193912

Ethnic-based score differences and differential prediction of various cognitive and noncognitive admissions instruments in higher education

Lamoen, Pieter M. van; Hiemstra, Annemarie M. F.; … - In: International journal of selection and assessment : IJSA 33 (2025) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10015144054

Hybrid ML models for volatility prediction in financial risk management

Kumar, Satish; Rao, Amar; Dhochak, Monika - In: International review of economics & finance : IREF 98 (2025), pp. 1-18

Persistent link: https://www.econbiz.de/10015331616

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

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