Pub Date : 2024-07-01DOI: 10.1016/j.ijforecast.2024.06.005
Dalei Yu, Nian-Sheng Tang, Yang Shi
{"title":"Adaptively aggregated forecast for exponential family panel model","authors":"Dalei Yu, Nian-Sheng Tang, Yang Shi","doi":"10.1016/j.ijforecast.2024.06.005","DOIUrl":"https://doi.org/10.1016/j.ijforecast.2024.06.005","url":null,"abstract":"","PeriodicalId":502689,"journal":{"name":"International Journal of Forecasting","volume":"12 3","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141848769","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}
Pub Date : 2024-07-01DOI: 10.1016/j.ijforecast.2024.06.007
Dan Weitzenfeld
{"title":"Probabilistic forecasting of cross-sectional returns: A Bayesian dynamic factor model with heteroskedasticity","authors":"Dan Weitzenfeld","doi":"10.1016/j.ijforecast.2024.06.007","DOIUrl":"https://doi.org/10.1016/j.ijforecast.2024.06.007","url":null,"abstract":"","PeriodicalId":502689,"journal":{"name":"International Journal of Forecasting","volume":"15 8","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141703433","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}
Pub Date : 2024-07-01DOI: 10.1016/j.ijforecast.2024.06.009
Michele Bufalo, B. Liseo, G. Orlando
{"title":"Skew–Brownian processes for estimating the volatility of crude oil Brent","authors":"Michele Bufalo, B. Liseo, G. Orlando","doi":"10.1016/j.ijforecast.2024.06.009","DOIUrl":"https://doi.org/10.1016/j.ijforecast.2024.06.009","url":null,"abstract":"","PeriodicalId":502689,"journal":{"name":"International Journal of Forecasting","volume":"67 9","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-07-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141844129","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}
Pub Date : 2024-05-01DOI: 10.1016/j.ijforecast.2024.04.008
Markus Fritsch, Harry Haupt, Joachim Schnurbus
{"title":"Efficiency of poll-based multi-period forecasting systems for German state elections","authors":"Markus Fritsch, Harry Haupt, Joachim Schnurbus","doi":"10.1016/j.ijforecast.2024.04.008","DOIUrl":"https://doi.org/10.1016/j.ijforecast.2024.04.008","url":null,"abstract":"","PeriodicalId":502689,"journal":{"name":"International Journal of Forecasting","volume":"11 1","pages":""},"PeriodicalIF":0.0,"publicationDate":"2024-05-01","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":null,"resultStr":null,"platform":"Semanticscholar","paperid":"141135428","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}
Pub Date : 2024-03-01DOI: 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}
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