Essays On Forecasting

DOWNLOAD

Download Essays On Forecasting PDF/ePub or read online books in Mobi eBooks. Click Download or Read Online button to get Essays On Forecasting book now. This website allows unlimited access to, at the time of writing, more than 1.5 million titles, including hundreds of thousands of titles in various foreign languages. If the content not found or just blank you must refresh this page

Essays In Forecasting

DOWNLOAD
Author : Nii Ayi Christian Armah
language : en
Publisher:
Release Date : 2009

Essays In Forecasting written by Nii Ayi Christian Armah and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Economic forecasting categories.

This dissertation comprises three essays in macroeconomic forecasting. The first essay discusses model selection and predictive accuracy tests in the context of parameter and model uncertainty under recursive and rolling estimation schemes. Particular emphasis is placed on the construction of valid bootstrap procedures for calculating the impact of parameter estimation error on the class of test statistics with limiting distributions that are functionals of Gaussian processes. Results of an empirical investigation of the marginal predictive content of money for income are also presented. The second essay outlines a number of approaches to the selection of factor proxies (observed variables that proxy unobserved estimated factors) using statistics based on large sample datasets. This approach to factor proxy selection is examined via a small Monte Carlo experiment and a set of prediction experiments, where evidence supporting our proposed methodology is presented. The third essay compares the predictive content of a set of macroeconomic indicators with that of various other observable variables that act as proxies to factors constructed using diffusion index methodology. The analysis suggests that certain spreads constructed as the difference between short or long term debt instruments and the federal funds rate are found to be useful indicators. Surprisingly, traditional spreads, such as the yield curve slope and the reverse yield gap are not found to provide additional predictive power.

Essays On Forecasting In Economics

DOWNLOAD
Author : Peter F. Christoffersen
language : en
Publisher:
Release Date : 1996

Essays On Forecasting In Economics written by Peter F. Christoffersen and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1996 with categories.

Essays On Forecasting

DOWNLOAD
Author : Lloyd Tanlu
language : en
Publisher:
Release Date : 2009

Essays On Forecasting written by Lloyd Tanlu and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009 with Business forecasting categories.

This thesis consists of two studies exploring the issues relating to financial forecasts made within an organization. The first investigates the effects of the adoption of rolling forecasts on the quality of product line forecast sales and contribution margins. The second investigates how internal organizational factors affect earnings forecast revision behavior and outcomes.

Essays In Forecasting Stationary And Nonstationary Stochastic Processes

DOWNLOAD
Author : Norman R. Swanson
language : en
Publisher:
Release Date : 1994

Essays In Forecasting Stationary And Nonstationary Stochastic Processes written by Norman R. Swanson and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1994 with Forecasting categories.

Essays On Forecasting And Forecast Evaluation

DOWNLOAD
Author : Marc-Oliver Pohle
language : en
Publisher:
Release Date : 2021

Essays On Forecasting And Forecast Evaluation written by Marc-Oliver Pohle and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2021 with categories.

An Essay On The Theory Of Economic Prediction

DOWNLOAD
Author : Lawrence Robert Klein
language : en
Publisher: Chicago : Markham Publishing Company
Release Date : 1970

An Essay On The Theory Of Economic Prediction written by Lawrence Robert Klein and has been published by Chicago : Markham Publishing Company this book supported file pdf, txt, epub, kindle and other format this book has been release on 1970 with Business & Economics categories.

Essays In Forecasting Financial Markets With Predictive Analytics Techniques

DOWNLOAD
Author : Azzam J. M. A. H. Alroomi
language : en
Publisher:
Release Date : 2018

Essays In Forecasting Financial Markets With Predictive Analytics Techniques written by Azzam J. M. A. H. Alroomi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.

Four Essays On Forecasting Evaluation And Econometric Estimation

DOWNLOAD
Author : Yongil Jeon
language : en
Publisher:
Release Date : 1999

Four Essays On Forecasting Evaluation And Econometric Estimation written by Yongil Jeon and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1999 with Econometric models categories.

Essays In Forecasting Financial Markets With Predictive Analytics Techniques

DOWNLOAD
Author : Azzam Alroomi
language : en
Publisher:
Release Date : 2018

Essays In Forecasting Financial Markets With Predictive Analytics Techniques written by Azzam Alroomi and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018 with categories.

This PhD dissertation comprises four essays on forecasting financial markets with unsupervised predictive analytics techniques, most notably time series extrapolation methods and artificial neural networks. Key objectives of the research were reproducibility and replicability, which are fundamental principles in management science and, as such, the implementation of all of the suggested algorithms has been fully automated and completely unsupervised in R.As with any predictive analytics exercise, computational intensiveness is a significant challenge and criterion of performance and, thus, both forecasting accuracy and uncertainty as well as computational times are reported in all essays. Multiple horizons, multiple methods and benchmarks and multiple metrics are employed as dictated by good practice in empirical forecasting exercises.The essays evolve in nature as each one is based on the previous one, testing one more condition as the essays progress, outlined in sequence as follows: which method wins overall in a very extensive evaluation over five frequencies (yearly, quarterly, monthly, weekly and daily data) over 18 time series of stocks with the biggest capitalization from the FTSE 100, over the last 20 years (first essay); the impact of horizon in this exercise and how this promotes different winners for different horizons (second essay); the impact of using uncertainty in the form of maximum-minimum values per period, despite still being interested in forecasting the mean expected value over the next period; and introducing a second variable capturing all other aspects of the behavioural nature of the financial environment - the trading volume - and evaluating whether this improves forecasting performance or not.The whole endeavour required the use of the High Performance Computing Wales (HPC Wales) for a significant amount of time, incurring computational costs that ultimately paid off in terms of increased forecasting accuracy for the AI approaches; the whole exercise for one series can be repeated on a fast laptop device (i7 with 16 GB of memory).Overall (forecasting) horses for (data) courses were once again proved to perform best, and the fact that one method cannot win under all conditions was once more evidenced. The introduction of uncertainty (in terms of range for every period), as well as volume as a second variable capturing environmental aspects, was beneficial with regard to forecasting accuracy and, overall, the research provided empirical evidence that predictive analytics approaches have a future in such a forecasting context.Given this was a predictive analytics exercise, focus was placed on forecasting levels (monetary values) and not log-returns; and out-of-sample forecasting accuracy, rather than causality, was a primary objective, thus multiple regression models were not considered as benchmarks.As in any empirical predicting analytics exercise, more time series, more artificial intelligence methods, more metrics and more data can be employed so as to allow for full generalization of the results, as long as all of these can be fully automated and forecast unsupervised in a freeware environment - in this thesis that being R.

Essays On Forecasting Cointegrated Data

DOWNLOAD
Author : Thanapat Chaisantikulawat
language : en
Publisher:
Release Date : 1995

Essays On Forecasting Cointegrated Data written by Thanapat Chaisantikulawat and has been published by this book supported file pdf, txt, epub, kindle and other format this book has been release on 1995 with categories.