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Šauer, Radek - 2022

currently uses for simulations and business-cycle analysis. The model consists of three countries and contains a wide range of …

Persistent link: https://www.econbiz.de/10012887592

Comparing churn prediction techniques and assessing their performance : a contingent perspective

Tamaddoni, Ali; Stakhovych, Stanislav; Ewing, Michael - In: Journal of service research : JSR 19 (2016) 2, pp. 123-141

Persistent link: https://www.econbiz.de/10011485372

The evaluation of quarterly forecast intervals for inflation rate in Romania

Bratu, Mihaela; Drăgan, Irina - In: Economic review : journal of economics & business 14 (2016) 1, pp. 80-89

bootstrap simulations were used for assessing the uncertainty in inflation rate forecasts in Romania. …

Persistent link: https://www.econbiz.de/10012012468

Modelling the Shiller CAPE ratio, mean reversion, and return forecasts

Waser, Otto - In: The journal of portfolio management : JPM 47 (2021) 3, pp. 155-171

Persistent link: https://www.econbiz.de/10012423072

Near-rational equilibria in heterogeneous-agent models : a verification method

Kogan, Leonid; Mitra, Indrajit - 2021

We propose a general simulation-based procedure for estimating the quality of approximate policies in heterogeneous-agent equilibrium models, which allows verification that such approximate solutions describe a near-rational equilibrium. Our procedure endows agents with superior knowledge of the...

Persistent link: https://www.econbiz.de/10012590098

Rounding bias in forecast uncertainty

Levenko, Natalia - In: Research in economics : an international review of economics 74 (2020) 4, pp. 277-291

Persistent link: https://www.econbiz.de/10012590377

Investment sizing with deep learning prediction uncertainties for high-frequency eurodollar futures trading

Spears, Trent; Zohren, Stefan; Roberts, Stephen - In: The journal of financial data science 3 (2021) 1, pp. 57-73

Persistent link: https://www.econbiz.de/10012486253

On the predictability of the equity premium using deep learning techniques

Iworiso, Jonathan; Vrontos, Spyridon - In: The journal of financial data science 3 (2021) 1, pp. 74-92

Persistent link: https://www.econbiz.de/10012486254

Introducing policy analysis Croatian MAcroecoNometric Model (PACMAN)

Nadoveza Jelić, Ozana; Ravnik, Rafael - 2021

Persistent link: https://www.econbiz.de/10012494333

Forecasting from Multi-equation Econometric Micromodels

Wiśniewski, Jerzy W. - 2023

Chapter 1. Single-equation Econometric Model -- Chapter 2. Multi-equation Econometric Models -- Chapter 3. Econometric Forecasts -- Chapter 4. Forecasting From Simple Econometric Micromodels -- Chapter 5. Forecasts From Recursive Econometric Micromodels -- Chapter 6. Forecasting From Econometric...

Persistent link: https://www.econbiz.de/10014277693