搜索结果: 1-15 共查到“理论经济学 Forecasting”相关记录22条 . 查询时间(0.11 秒)
Forecasting with Rational Expectations Models.
Incorporating Price and Inventory Endogeneity in Firm-Level Sales Forecasting
Technology Industry Clusters Innovation and Invention Geographic Location
2015/4/21
As numerous papers have argued, sales, inventory, and gross margin for a retailer are interrelated. We construct a simultaneous equation model to establish these interrelationships at a firm level. Us...
Electricity consumption forecasting in Italy using linear regression models
Electricity consumption Forecasting Elasticity Linear regression
2014/11/27
The influence of economic and demographic variables on the annual electricity consumption in Italy has been investigated with the intention to develop a long-term consumption forecasting model. The ti...
Grey prediction with rolling mechanism for electricity demand forecasting of Turkey
Electricity demand Forecasting Grey prediction
2014/11/27
The need for energy supply, especially for electricity, has been increasing in the last two decades in Turkey. In addition, owing to the uncertain economic structure of the country, electricity consum...
Annual electricity consumption forecasting by neural network
ANN MLP Forecasting ANOVA Electricity consumption
2014/11/27
This paper presents an artificial neural network (ANN) approach for annual electricity consumption in high energy consumption industrial sectors. Chemicals, basic metals and non-metal minerals industr...
Forecasting of electricity prices with neural networks
Electricity prices Energy prices forecasting Energy management Economics
2014/11/27
During recent years, the electricity energy market deregulation has led to a new free competition situation in Europe and other countries worldwide. Generators, distributors and qualified clients have...
ZONAL AND REGIONAL LOAD FORECASTING IN THE NEW ENGLAND WHOLESALE ELECTRICITY MARKET: A SEMIPARAMETRIC REGRESSION APPROACH
Load Forecasting Penalized Splines Mixed
2014/11/11
Power system planning, reliability analysis and economically efficient capacity scheduling all rely heavily on electricity demand forecasting models. In the context of a deregulated wholesale electric...
ZONAL AND REGIONAL LOAD FORECASTING IN THE NEW ENGLAND WHOLESALE ELECTRICITY MARKET: A SEMIPARAETRIC REGRESSION APPROACH
Semiparametric Regression Load Forecasting Penalized Splines Mixed Models
2014/10/21
Power system planning, reliability analysis and economically efficient capacity scheduling all rely heavily on electricity demand forecasting models. In the context of a deregulated wholesale electric...
Modeling and Forecasting Persistent Financial Durations
price durations long memory multifractal models realized volatility Whittle estimation
2012/9/14
This paper introduces the Markov-Switching Multifractal Duration (MSMD) model by adapting the MSM stochastic volatility model of Calvet and Fisher (2004)
to the duration setting. Although the MSMD pr...
Generalized Shrinkage Methods for Forecasting using Many Predictors
high dimensional model empirical Bayes dynamic factor models
2014/3/18
This paper provides a simple shrinkage representation that describes the operational characteristics of various forecasting methods designed for a large number of orthogonal predictors (such as princi...
Forecasting Value-at-Risk with Time-Varying Variance, Skewness and Kurtosis in an Exponential Weighted Moving Average Framework
exponential weighted moving average time -varying higher moments Cornish-Fisher expansion Gram -Charlier density risk management Value-at -Risk
2012/9/14
This paper provides an insight to the time-varying dynamics of the shape of the distribution of financial return series by proposing an exponential weighted moving average model that joint...
Bayesian logistic betting strategy against probability forecasting
exponential family game-theoretic probability Japan Meteorological Agency probability of precipitation strong law of large numbers
2012/4/28
We propose a betting strategy based on Bayesian logistic regression modeling for the probability forecasting game in the framework of game-theoretic probability by Shafer and Vovk (2001). We prove som...
Realized Wavelet Jump-GARCH model: Can wavelet decomposition of volatility improve its forecasting?
wavelet decomposition jumps volatility forecasting Realized GARCH
2012/4/28
In this paper, we propose a forecasting model for volatility based on its decomposition to several investment horizons and jumps. As a forecasting tool, we utilize Realized GARCH framework of Hansen e...
Spin model with negative absolute temperatures for stock market forecasting
Spin model temperatures stock market
2012/9/14
A spin model relating physical to financial variables is presented. Based on this model, an algo-rithm evaluating negative temperatures was applied to New York Stock Exchange quotations from May 2005 ...
Forecasting credit migration matrices with business cycle effects—a model comparison
credit risk credit VaR forecasting transition matrices
2011/8/23
Migration matrices are considered a major determinant for credit risk management. They are widely used for credit value-at-risk determination, portfolio management or derivative pricing. It is well kn...