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International Journal of Forecasting最新文献

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Adaptively aggregated forecast for exponential family panel model 指数族面板模型的自适应汇总预测
International Journal of Forecasting Pub Date : 2024-07-01 DOI: 10.1016/j.ijforecast.2024.06.005
Dalei Yu, Nian-Sheng Tang, Yang Shi
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引用次数: 0
Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity 横截面回报的概率预测：具有异方差性的贝叶斯动态因子模型
International Journal of Forecasting Pub Date : 2024-07-01 DOI: 10.1016/j.ijforecast.2024.06.007
Dan Weitzenfeld
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引用次数: 0
Skew–Brownian processes for estimating the volatility of crude oil Brent 用于估算布伦特原油波动率的偏斜-布朗过程
International Journal of Forecasting Pub Date : 2024-07-01 DOI: 10.1016/j.ijforecast.2024.06.009
Michele Bufalo, B. Liseo, G. Orlando
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引用次数: 0
Efficiency of poll-based multi-period forecasting systems for German state elections 基于民调的德国州选举多期预测系统的效率
International Journal of Forecasting Pub Date : 2024-05-01 DOI: 10.1016/j.ijforecast.2024.04.008
Markus Fritsch, Harry Haupt, Joachim Schnurbus
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引用次数: 0
Robust returns ranking prediction and portfolio optimization for M6 M6 的稳健收益排名预测和投资组合优化
International Journal of Forecasting Pub Date : 2024-04-01 DOI: 10.1016/j.ijforecast.2024.04.004
Hongfeng Ai, Chenning Liu, Peng Lin
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引用次数: 0
Measuring probabilistic coherence to identify superior forecasters 衡量概率一致性以识别优秀预测者
International Journal of Forecasting Pub Date : 2024-03-01 DOI: 10.1016/j.ijforecast.2024.02.005
Emily H. Ho, D. Budescu, Mark Himmelstein
{"title":"Measuring probabilistic coherence to identify superior forecasters","authors":"Emily H. Ho, D. Budescu, Mark Himmelstein","doi":"10.1016/j.ijforecast.2024.02.005","DOIUrl":"https://doi.org/10.1016/j.ijforecast.2024.02.005","url":null,"abstract":"","PeriodicalId":502689,"journal":{"name":"International Journal of Forecasting","volume":"302 6","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-03-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"140402571","PeriodicalName":null,"FirstCategoryId":null,"ListUrlMain":null,"RegionNum":0,"RegionCategory":"","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":"","EPubDate":null,"PubModel":null,"JCR":null,"JCRName":null,"Score":null,"Total":0}
引用次数: 0
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