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Unstable weights in the combination of forecasts

Kang, Heejoon - In: Management science : journal of the Institute for … 32 (1986) 6, pp. 683-695

Persistent link: https://www.econbiz.de/10001017818

Simulation model to forecast the consequences of changes introduced into the 2nd pillar of the Polish pension system

Mielczarek, Bożena - In: Economic modelling 30 (2013), pp. 706-714

Persistent link: https://www.econbiz.de/10009708818

Stochastic household forecasts by coherent random shares predictions

Keilman, Nico; Duin, Coen van - 2014 - This version 14 April 2014

We compute a stochastic household forecast for the Netherlands by the random share method. Time series of shares of persons in nine household positions, broken down by sex and five-year age group for the years 1996-2010 are modelled by means of the Hyndman-Booth-Yasmeen product-ratio variant of...

Persistent link: https://www.econbiz.de/10010354141

Evaluating the accuracy of value-at-risk forecasts : new multilevel tests

Leccadito, Arturo; Boffelli, Simona; Urga, Giovanni - In: International journal of forecasting 30 (2014) 2, pp. 206-216

Persistent link: https://www.econbiz.de/10010510949

Prediction of stock price movement using continuous time models

Sonono, Masimba E.; Mashele, Hopolang P. - In: Journal of mathematical finance 5 (2015) 2, pp. 178-191

Persistent link: https://www.econbiz.de/10011398992

Uncertainty propagation from the cell transmission traffic flow model to emission predictions : a data-driven approach

Sayegh, Arwa S.; Connors, Richard D.; Tate, James E. - In: Transportation science : a journal of the Institute for … 52 (2018) 6, pp. 1327-1346

Persistent link: https://www.econbiz.de/10011975790

The added value of more accurate predictions for school rankings

Schiltz, Fritz; Sestito, Paolo; Agasisti, Tommaso; De … - In: Economics of education review 67 (2018), pp. 207-215

Persistent link: https://www.econbiz.de/10012003339

Monte Carlo forecast evaluation with persistent data

Khalaf, Lynda; Saunders, Charles J. - In: International journal of forecasting 33 (2017) 1, pp. 1-10

Persistent link: https://www.econbiz.de/10011754679

Cross-validation aggregation for combining autoregressive neural network forecasts

Barrow, Devon K.; Crone, Sven F. - In: International journal of forecasting 32 (2016) 4, pp. 1120-1137

Persistent link: https://www.econbiz.de/10011622112

Robustness in forecasting future liabilities in insurance

Leung, W. Y. Jessica; Choy, S. T. Boris - In: Robustness in econometrics, (pp. 187-200). 2017

Persistent link: https://www.econbiz.de/10011801151