Showing 1 - 9 of 9
Persistent link: https://www.econbiz.de/10003870062
Persistent link: https://www.econbiz.de/10015179520
Persistent link: https://www.econbiz.de/10011326134
Persistent link: https://www.econbiz.de/10012006225
This paper forecasts earnings per share four - and eight - quarters ahead for 30 Dow firms using out-of-sample combination forecast methods. We show that many financial/economic variables, such as price-earnings ratio, dividend yield and Treasury bill rate, fail to predict out-of-sample EPS...
Persistent link: https://www.econbiz.de/10014040840
Persistent link: https://www.econbiz.de/10002547182
We develop metrics based on Shapley values for interpreting time-series forecasting models, including “black-box” models from machine learning. Our metrics are model agnostic, so that they are applicable to any model (linear or nonlinear, parametric or nonparametric). Two of the metrics,...
Persistent link: https://www.econbiz.de/10014238433
Persistent link: https://www.econbiz.de/10012796524
Persistent link: https://www.econbiz.de/10015357602