Search Results - subject:"univariate forecast"

Price prediction for bitcoin: Does periodicity matter?

Gbadebo, Adedeji Daniel; Olorunfemi, Akande Joseph; … - In: International Journal of Business and Economic Sciences … 15 (2023) 3, pp. 69-92

Purpose: A major challenge traders, speculators and investors are grappling with is how to accurately forecast Bitcoin price in the cryptocurrency market, This study is aimed to uncover the best model for the forecasts of Bitcoin price as well as to verify the price series that offers the best...

Persistent link: https://www.econbiz.de/10014434599

Price prediction for bitcoin : does periodicity matter?

Gbadebo, Adedeji Daniel; Olorunfemi, Akande Joseph; … - In: International journal of business and economic sciences … 15 (2022) 3, pp. 69-92

Persistent link: https://www.econbiz.de/10014281285

Should macroeconomists consider restricted perception equilibria? Evidence from the experimental laboratory

Adam, Klaus - Society for Computational Economics - SCE - 2004

univariate forecast function which generates the lowest mean squared forecast error at the 1-step forecast horizon and iterate … univariate forecast function is misspecified and start to employ different forecast models for different prediction horizons. The … data suggests that the new models are again optimal univariate forecast functions and evidence in favor of convergence …

Persistent link: https://www.econbiz.de/10005537646