This paper investigates the effect of aggregation and non-linearity in relation to television rating forecasts. Several linear models for aggregated and disaggregated television viewing have appeared in the literature. The current analysis extends this work using an empirical approach. We...

We use machine learning methods to predict stock return volatility. Our out-of-sample prediction of realised volatility for a large cross-section of US stocks over the sample period from 1992 to 2016 is on average 44.1% against the actual realised volatility of 43.8% with an R2 being as high as...

Throughout the history man has considered gold as a precious metal and its forcast has always been important. Traditional methods of forcast, e.g.Regresion, ARIMA, Exponential Smoothing, Moving Average, and methods of this kind have been applied. Only recently Artificial Intelligence, Neural...

It is widely proved the existence of non-linear deterministic structures in the exchange rates dynamic. In this work we intend to exploit these non-linear structures using forecasting methods such as Genetic Algorithm and Neural Networks in the specific case of the Yen/$ and British Pound/$...

It is widely proved the existence of non-linear deterministic structures in the exchange rates dynamic. In this work we intend to exploit these non-linear structures using forecasting methods such as Genetic Algorithm and Neural Networks in the specific case of the Yen/$ and British Pound/$...

This paper develops theoretical results for the estimation of radial basis function neural network specifications, for dependent data, that do not require iterative estimation techniques. Use of the properties of regression based boosting algorithms is made. Both consistency and rate results are...

Here artificial neural networks (ANNs) are employed for efficiency purposes. First, the main features of ANNs are presented. Then, common techniques of the efficiency literature are reviewed: parametric (deterministic and stochastic) and non-parametric (Data Envelopment Analysis [DEA] and Free...

In the euro area, monetary policy is conducted by a single central bank for 19 member countries. However, countries are heterogeneous in their economic development, including their inflation rates. This paper combines a New Keynesian model and a neural network to assess whether the European...

In the euro area, monetary policy is conducted by a single central bank for 20 member countries. However, countries are heterogeneous in their economic development, including their inflation rates. This paper combines a New Keynesian model and a neural network to assess whether the European...

Border region transportation forecast analysis is fraught with difficulty. In the case of El Paso, Texas and Ciudad Juarez, Chihuahua, Mexico, dual national business cycles and currency market fluctuations further complicate modeling efforts. Incomplete data samples and asymmetric data reporting...