rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates …

rates approach forecasting from a different perspective. Rather than focus on forecast errors for bilateral exchange rates … magnitude of portfolio drawdowns. -- exchange rate forecasting ; forecast evaluation ; conditioners ; quantitative models …

The research objective of the present study is the development of a model for increased accuracy of steel-price … regard to an optimal amount and type of hedge against unfavourable steel-price movement. To achieve its aim, the study forms … weighted average combinations of steel price forecasts generated separately by a transfer function ARIMA model (ARIMA-TF) and …

Genetic Programming as both a forecasting model estimator and a forecast-combining methodology. When we compare the … models. Genetic Programming can also effectively combine forecasts. However, Genetic Programming's forecast combinations are … traditional methodologies in either forecasting or forecast combining of quarterly earnings …