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Forecasting volatility in developing countries' nominal exchange returns

Antonakakis, Nikolaos; Darby, Julia - In: Applied financial economics 23 (2013) 19/21, pp. 1675-1691

Persistent link: https://www.econbiz.de/10010260183

Forecasting model for vehicular demand : an alternative methodology in the context of developing countries

Hamad, Khaled; Faghri, Ardeshir; Li, Mingxin - In: The journal of developing areas 49 (2015) 2, pp. 125-143

Persistent link: https://www.econbiz.de/10011381545

Hidden experts in the crowd : using meta-predictions to leverage expertise in single-question prediction problems

Wilkening, Tom; Martinie, Marcellin; Howe, Piers D. L. - In: Management science : journal of the Institute for … 68 (2022) 1, pp. 487-508

Persistent link: https://www.econbiz.de/10012821209

Two reasons to make aggregated probability forecasts more extreme

Baron, Jonathan; Mellers, Barbara A.; Tetlock, Philip E.; … - In: Decision analysis : a journal of the Institute for … 11 (2014) 2, pp. 133-145

Persistent link: https://www.econbiz.de/10010382759

Forecasting value-at-risk under temporal and portfolio aggregation

Kole, Erik; Markwat, Thijs; Opschoor, Anne; Dijk, Dick van - 2015

We examine the impact of temporal and portfolio aggregation on the quality of Value-at-Risk (VaR) forecasts over a … based on asset class, or into a single portfolio. We compare the impact of aggregation to that of choosing a model for the … that the degree of temporal aggregation is most important. Daily returns form the best basis for VaR forecasts. Modelling …

Persistent link: https://www.econbiz.de/10011431503

Forecasting value-at-risk under temporal and portfolio aggregation

Kole, Erik; Markwat, Thijs; Opschoor, Anne; Dijk, Dick van - In: Journal of financial econometrics : official journal of … 15 (2017) 4, pp. 649-677

Persistent link: https://www.econbiz.de/10011987663

The composition of optimally wise crowds

Davis-Stober, Clintin P.; Budescu, David V.; Broomell, … - In: Decision analysis : a journal of the Institute for … 12 (2015) 3, pp. 130-143

Persistent link: https://www.econbiz.de/10011349548

The scale of predictability

Bandi, Federico M.; Perron, Bernard; Tamoni, Andrea; … - 2013 - This version: December 19, 2013

Persistent link: https://www.econbiz.de/10011813907

A new feature selection technique applied to credit scoring data using a rank aggregation approach based on optimization, genetic algorithm, and similarity

Bouaguel, Waad; Mufti, Ghazi Bel; Limam, Mohamed - In: Knowledge discovery process and methods to enhance …, (pp. 347-375). 2015

Persistent link: https://www.econbiz.de/10012123362

Eliciting human judgment for prediction algorithms

Ibrahim, Rouba; Kim, Song-Hee; Tong, Jordan - In: Management science : journal of the Institute for … 67 (2021) 4, pp. 2314-2325

Persistent link: https://www.econbiz.de/10012522196