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Content
March 2025, Volume 44, Issue 2
- 255-269 Predictor Preselection for Mixed‐Frequency Dynamic Factor Models: A Simulation Study With an Empirical Application to GDP Nowcasting
by Domenic Franjic & Karsten Schweikert - 270-280 Demand Forecasting New Fashion Products: A Review Paper
by Anitha S. & Neelakandan R. - 281-296 Deep Dive Into Churn Prediction in the Banking Sector: The Challenge of Hyperparameter Selection and Imbalanced Learning
by Vasileios Gkonis & Ioannis Tsakalos - 297-319 Stock Price Limit and Its Predictability in the Chinese Stock Market
by Haohui Liang & Yujia Hu - 320-338 Could Diffusion Indexes Have Forecasted the Great Depression?
by Gabriel Mathy & Yongchen Zhao - 339-355 Forecasting of S&P 500 ESG Index by Using CEEMDAN and LSTM Approach
by Divya Aggarwal & Sougata Banerjee - 356-375 Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets
by Mirko S. Bozanic‐Leal & Marcel Goic & Charles Thraves - 376-390 Interval Forecasting of Carbon Price With a Novel Hybrid Multiscale Decomposition and Bootstrap Approach
by Bangzhu Zhu & Chunzhuo Wan & Ping Wang & Julien Chevallier - 391-423 Forecasting Expected Shortfall and Value‐at‐Risk With Cross‐Sectional Aggregation
by Jie Wang & Yongqiao Wang - 424-435 Predicting Equity Premium: A New Momentum Indicator Selection Strategy With Machine Learning
by Yong Qu & Ying Yuan - 436-458 A Multifrequency Data Fusion Deep Learning Model for Carbon Price Prediction
by Canran Xiao & Yongmei Liu - 459-473 Exploring Multisource High‐Dimensional Mixed‐Frequency Risks in the Stock Market: A Group Penalized Reverse Unrestricted Mixed Data Sampling Approach
by Xingxuan Zhuo & Shunfei Luo & Yan Cao - 474-484 Robust Estimation of Multivariate Time Series Data Based on Reduced Rank Model
by Tengteng Xu & Ping Deng & Riquan Zhang & Weihua Zhao - 485-496 Forecasting Beta Using Ultra High Frequency Data
by Jian Zhou - 497-512 Economic Forecasting With German Newspaper Articles
by Tino Berger & Simon Wintter - 513-546 Forecasting Equity Premium in the Face of Climate Policy Uncertainty
by Hyder Ali & Salma Naz - 547-555 Forecasting Chinese Stock Market Volatility With Volatilities in Bond Markets
by Likun Lei & Mengxi He & Yi Zhang & Yaojie Zhang - 556-574 Crowd Flow Prediction: An Integrated Approach Using Dynamic Spatial–Temporal Adaptive Modeling for Pattern Flow Relationships
by Zain Ul Abideen & Xiaodong Sun & Chao Sun - 575-588 Temporal Patterns in Migration Flows Evidence from South Sudan
by Thomas Schincariol & Thomas Chadefaux - 589-605 Parametric Quantile Autoregressive Conditional Duration Models With Application to Intraday Value‐at‐Risk Forecasting
by Helton Saulo & Suvra Pal & Rubens Souza & Roberto Vila & Alan Dasilva - 606-622 Modelling and Forecasting of Exchange Rate Pairs Using the Kalman Filter
by Paresh Date & Janeeta Maunthrooa - 623-634 Sectoral Corporate Profits and Long‐Run Stock Return Volatility in the United States: A GARCH‐MIDAS Approach
by Afees Salisu & Kazeem O. Isah & Ahamuefula Ephraim Ogbonna - 635-645 Vector SHAP Values for Machine Learning Time Series Forecasting
by Ji Eun Choi & Ji Won Shin & Dong Wan Shin - 646-675 Ensemble Multitask Prediction of Air Pollutants Time Series: Based on Variational Inference, Data Projection, and Generative Adversarial Network
by Kang Wang & Chao Qu & Jianzhou Wang & Zhiwu Li & Haiyan Lu - 676-691 Taming Data‐Driven Probability Distributions
by Jozef Baruník & Luboš Hanus - 692-705 Forecasting Realized Volatility: The Choice of Window Size
by Yuqing Feng & Yaojie Zhang - 706-729 Global Risk Aversion: Driving Force of Future Real Economic Activity
by Jinhwan Kim & Hoon Cho & Doojin Ryu - 730-752 Data‐Driven Predictive Modeling of Citywide Crowd Flow for Urban Safety Management: A Case Study of Beijing, China
by He Jiang & Xuxilu Zhang & Yao Dong & Jianzhou Wang - 753-780 Cross‐Learning With Panel Data Modeling for Stacking and Forecast Time Series Employment in Europe
by Pietro Giorgio Lovaglio - 781-802 A Quantification Approach of Changes in Firms' Financial Situation Using Neural Networks for Predicting Bankruptcy
by Philippe du Jardin - 803-832 Using a Wage–Price‐Setting Model to Forecast US Inflation
by Nguyen Duc Do - 833-845 Regime‐Switching Density Forecasts Using Economists' Scenarios
by Graziano Moramarco
January 2025, Volume 44, Issue 1
- 3-40 New forecasting methods for an old problem: Predicting 147 years of systemic financial crises
by Emile du Plessis & Ulrich Fritsche - 41-58 Short‐term multivariate airworthiness forecasting based on decomposition and deep prediction models
by Ali Tatli & Tansu Filik & Erdogan Bocu & Hikmet Tahir Karakoc - 59-78 Macroeconomic real‐time forecasts of univariate models with flexible error structures
by Kelly Trinh & Bo Zhang & Chenghan Hou - 79-92 Research on occupant injury severity prediction of autonomous vehicles based on transfer learning
by Na Yang & Dongwei Liu & Qi Liu & Zhiwei Li & Tao Liu & Jianfeng Wang & Ze Xu - 93-111 A hybrid interval‐valued time series prediction model incorporating intuitionistic fuzzy cognitive map and fuzzy neural network
by Jiajia Zhang & Zhifu Tao & Jinpei Liu & Xi Liu & Huayou Chen - 112-135 A new probability forecasting model for cotton yarn futures price volatility with explainable AI and big data
by Huosong Xia & Xiaoyu Hou & Justin Zuopeng Zhang & Mohammad Zoynul Abedin - 136-152 Forecasting Markov switching vector autoregressions: Evidence from simulation and application
by Maddalena Cavicchioli - 153-172 Long‐term forecasting of maritime economics index using time‐series decomposition and two‐stage attention
by Dohee Kim & Eunju Lee & Imam Mustafa Kamal & Hyerim Bae - 173-199 Toward a smart forecasting model in supply chain management: A case study of coffee in Vietnam
by Thi Thuy Hanh Nguyen & Abdelghani Bekrar & Thi Muoi Le & Mourad Abed & Anirut Kantasa‐ard - 200-215 Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model
by Yun Zhou & Xuxu Zhu - 216-241 Forecasting house price index with social media sentiment: A decomposition–ensemble approach
by Jin Shao & Lean Yu & Jingke Hong & Xianzhu Wang - 242-252 A multi‐objective optimization metaheuristic hybrid technique for forecasting the electricity consumption of the UAE: A grey wolf approach
by Andreas Karathanasopoulos & Chia Chun Lo & Mitra Sovan & Mohamed Osman & Hans‐Jörg von Mettenheim & Slim Skander
November 2024, Volume 43, Issue 7
- 2401-2433 Multivariable forecasting approach of high‐speed railway passenger demand based on residual term of Baidu search index and error correction
by Hongtao Li & Xiaoxuan Li & Shaolong Sun & Zhipeng Huang & Xiaoyan Jia - 2434-2447 Prediction of wind energy with the use of tensor‐train based higher order dynamic mode decomposition
by Keren Li & Sergey Utyuzhnikov - 2448-2477 Credit card loss forecasting: Some lessons from COVID
by Partha Sengupta & Christopher H. Wheeler - 2478-2494 A novel semisupervised learning method with textual information for financial distress prediction
by Yue Qiu & Jiabei He & Zhensong Chen & Yinhong Yao & Yi Qu - 2495-2521 Forecasting Chinese crude oil futures volatility: New evidence based on dual feature processing of large‐scale variables
by Gaoxiu Qiao & Yijun Pan & Chao Liang & Lu Wang & Jinghui Wang - 2522-2539 Data patterns that reliably precede US recessions
by Edward E. Leamer - 2540-2571 Forecasting corporate financial performance with deep learning and interpretable ALE method: Evidence from China
by Longyue Liang & Bo Liu & Zhi Su & Xuanye Cai - 2572-2587 Are professional forecasters inattentive to public discussions about inflation? The case of Argentina
by J. Daniel Aromí & Martín Llada - 2588-2606 Takeover in Europe: Target characteristics and acquisition likelihood
by Hicham Meghouar - 2607-2634 A multistage forecasting model for green bond cost optimization with dynamic corporate risk constraints
by Zinan Hu & Ruicheng Yang & Sumuya Borjigin - 2635-2658 A study and development of high‐order fuzzy time series forecasting methods for air quality index forecasting
by Sushree Subhaprada Pradhan & Sibarama Panigrahi - 2659-2674 Time‐varying risk preference and equity risk premium forecasting: The role of the disposition effect
by Kenan Qiao & Haibin Xie - 2675-2684 Twitter policy uncertainty and stock returns in South Africa: Evidence from time‐varying Granger causality
by Kingstone Nyakurukwa & Yudhvir Seetharam - 2685-2704 A deep learning‐based multivariate decomposition and ensemble framework for container throughput forecasting
by Anurag Kulshrestha & Abhishek Yadav & Himanshu Sharma & Shikha Suman - 2705-2730 Forecasting stock returns with industry volatility concentration
by Yaojie Zhang & Mengxi He & Zhikai Zhang - 2731-2748 Forecasting tail risk of skewed financial returns having exponential‐polynomial tails
by Albert Antwi & Emmanuel N. Gyamfi & Anokye M. Adam - 2749-2765 Volatility forecasting incorporating intraday positive and negative jumps based on deep learning model
by Yilun Zhang & Yuping Song & Ying Peng & Hanchao Wang - 2766-2791 Traffic flow prediction: A 3D adaptive multi‐module joint modeling approach integrating spatial‐temporal patterns to capture global features
by Zain Ul Abideen & Xiaodong Sun & Chao Sun - 2792-2808 Portfolio management based on a reinforcement learning framework
by Wu Junfeng & Li Yaoming & Tan Wenqing & Chen Yun - 2809-2821 Seeing is believing: Forecasting crude oil price trend from the perspective of images
by Xiaohang Ren & Wenting Jiang & Qiang Ji & Pengxiang Zhai - 2822-2847 Regime‐dependent commodity price dynamics: A predictive analysis
by Jesus Crespo Cuaresma & Ines Fortin & Jaroslava Hlouskova & Michael Obersteiner - 2848-2859 Forecasting the direction of the Fed's monetary policy decisions using random forest
by Jungyeon Yoon & Juanjuan Fan - 2860-2885 Measuring persistent global economic factors with output, commodity price, and commodity currency data
by Arabinda Basistha & Richard Startz - 2886-2903 Splitting long‐term and short‐term financial ratios for improved financial distress prediction: Evidence from Taiwanese public companies
by Asyrofa Rahmi & Chia‐chi Lu & Deron Liang & Ayu Nur Fadilah - 2904-2916 Forecasting Bitcoin returns: Econometric time series analysis vs. machine learning
by Theo Berger & Jana Koubová - 2917-2934 Structured multifractal scaling of the principal cryptocurrencies: Examination using a self‐explainable machine learning
by Foued Saâdaoui & Hana Rabbouch
September 2024, Volume 43, Issue 6
- 1733-1746 Forecasting agricultures security indices: Evidence from transformers method
by Ammouri Bilel - 1747-1769 Liquidity‐adjusted value‐at‐risk using extreme value theory and copula approach
by Harish Kamal & Samit Paul - 1770-1794 Return predictability via an long short‐term memory‐based cross‐section factor model: Evidence from Chinese stock market
by Haixiang Yao & Shenghao Xia & Hao Liu - 1795-1813 Forecasting Consumer Price Index with Federal Open Market Committee Sentiment Index
by Joshua Eklund & Jong‐Min Kim - 1814-1834 Forecasting elections from partial information using a Bayesian model for a multinomial sequence of data
by Soudeep Deb & Rishideep Roy & Shubhabrata Das - 1835-1858 Correlation‐based tests of predictability
by Pablo Pincheira Brown & Nicolás Hardy - 1859-1879 Electricity price forecasting using quantile regression averaging with nonconvex regularization
by He Jiang & Yao Dong & Jianzhou Wang - 1880-1901 Forecasting of cryptocurrencies: Mapping trends, influential sources, and research themes
by Tomas Pečiulis & Nisar Ahmad & Angeliki N. Menegaki & Aqsa Bibi - 1902-1917 Forecasting peak electric load: Robust support vector regression with smooth nonconvex ϵ‐insensitive loss
by Rujia Nie & Jinxing Che & Fang Yuan & Weihua Zhao - 1918-1935 Forecasting regional industrial production with novel high‐frequency electricity consumption data
by Robert Lehmann & Sascha Möhrle - 1936-1955 Vine copula‐based scenario tree generation approaches for portfolio optimization
by Xiaolei He & Weiguo Zhang - 1956-1974 Can intraday data improve the joint estimation and prediction of risk measures? Evidence from a variety of realized measures
by Zhimin Wu & Guanghui Cai - 1975-1981 Disciplining growth‐at‐risk models with survey of professional forecasters and Bayesian quantile regression
by Milan Szabo - 1982-1997 Well googled is half done: Multimodal forecasting of new fashion product sales with image‐based google trends
by Geri Skenderi & Christian Joppi & Matteo Denitto & Marco Cristani - 1998-2020 An ensemble model for stock index prediction based on media attention and emotional causal inference
by Juanjuan Wang & Shujie Zhou & Wentong Liu & Lin Jiang - 2021-2041 New runs‐based approach to testing value at risk forecasts
by Marta Małecka - 2042-2063 Text‐based corn futures price forecasting using improved neural basis expansion network
by Lin Wang & Wuyue An & Feng‐Ting Li - 2064-2087 Explainable machine learning techniques based on attention gate recurrent unit and local interpretable model‐agnostic explanations for multivariate wind speed forecasting
by Lu Peng & Sheng‐Xiang Lv & Lin Wang - 2088-2125 Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch - 2126-2145 Sophisticated and small versus simple and sizeable: When does it pay off to introduce drifting coefficients in Bayesian vector autoregressions?
by Martin Feldkircher & Luis Gruber & Florian Huber & Gregor Kastner - 2146-2162 The effects of governance quality on renewable and nonrenewable energy consumption: An explainable decision frame
by Futian Weng & Dongsheng Cheng & Muni Zhuang & Xin Lu & Cai Yang - 2163-2186 Predicting tail risks by a Markov switching MGARCH model with varying copula regimes
by Markus J. Fülle & Helmut Herwartz - 2187-2211 An infinite hidden Markov model with stochastic volatility
by Chenxing Li & John M. Maheu & Qiao Yang - 2212-2227 Constructing a high‐frequency World Economic Gauge using a mixed‐frequency dynamic factor model
by Chew Lian Chua & Sarantis Tsiaplias & Ruining Zhou - 2228-2256 Forecasting carbon emissions using asymmetric grouping
by Didier Nibbering & Richard Paap - 2257-2278 Performance and reporting predictability of hedge funds
by Elisa Becker‐Foss - 2279-2297 A systematic vector autoregressive framework for modeling and forecasting mortality
by Jackie Li & Jia Liu & Adam Butt - 2298-2321 The mean squared prediction error paradox
by Pablo Pincheira Brown & Nicolás Hardy - 2322-2340 Bayesian Markov switching model for BRICS currencies' exchange rates
by Utkarsh Kumar & Wasim Ahmad & Gazi Salah Uddin - 2341-2357 Are national or regional surveys useful for nowcasting regional jobseekers? The case of the French region of Pays‐de‐la‐Loire
by Clément Cariou & Amélie Charles & Olivier Darné - 2358-2377 Forecasting healthcare service volumes with machine learning algorithms
by Dong‐Hui Yang & Ke‐Hui Zhu & Ruo‐Nan Wang - 2378-2398 Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps
by Gongyue Jiang & Gaoxiu Qiao & Lu Wang & Feng Ma
August 2024, Volume 43, Issue 5
- 1131-1152 Gated recurrent unit network: A promising approach to corporate default prediction
by Michał Thor & Łukasz Postek - 1153-1172 Density forecast combinations: The real‐time dimension
by Peter McAdam & Anders Warne - 1173-1198 Embedding the weather prediction errors (WPE) into the photovoltaic (PV) forecasting method using deep learning
by Adela Bâra & Simona‐Vasilica Oprea - 1199-1211 Stock movement prediction: A multi‐input LSTM approach
by Pan Tang & Cheng Tang & Keren Wang - 1212-1234 Macroeconomic conditions and bank failure
by Qiongbing Wu & Rebel A. Cole - 1235-1262 Early warning system for currency crises using long short‐term memory and gated recurrent unit neural networks
by Sylvain Barthélémy & Virginie Gautier & Fabien Rondeau - 1263-1277 Two‐stage credit risk prediction framework based on three‐way decisions with automatic threshold learning
by Yusheng Li & Mengyi Sha - 1278-1293 Hybrid convolutional long short‐term memory models for sales forecasting in retail
by Thais de Castro Moraes & Xue‐Ming Yuan & Ek Peng Chew - 1294-1307 A deep learning hierarchical approach to road traffic forecasting
by Redouane Benabdallah Benarmas & Kadda Beghdad Bey - 1308-1320 Measuring the advantages of contemporaneous aggregation in forecasting
by Zeda Li & William W. S. Wei - 1321-1337 Space, mortality, and economic growth
by Kyran Cupido & Petar Jevtić & Tim J. Boonen - 1338-1355 Forecasting multi‐frequency intraday exchange rates using deep learning models
by Muhammad Arslan & Ahmed Imran Hunjra & Wajid Shakeel Ahmed & Younes Ben Zaied - 1356-1373 Forecasting the high‐frequency volatility based on the LSTM‐HIT model
by Guangying Liu & Ziyan Zhuang & Min Wang - 1374-1398 Incorporating media news to predict financial distress: Case study on Chinese listed companies
by Lifang Zhang & Mohammad Zoynul Abedin & Zhenkun Liu - 1399-1421 Conservatism and information rigidity of the European Bank for Reconstruction and Development's growth forecast: Quarter‐century assessment
by Yoichi Tsuchiya - 1422-1446 Forecasting realized volatility of crude oil futures prices based on machine learning
by Jiawen Luo & Tony Klein & Thomas Walther & Qiang Ji - 1447-1464 International evidence of the forecasting ability of option‐implied distributions
by Pedro Serrano & Antoni Vaello‐Sebastià & M. Magdalena Vich Llompart - 1465-1491 Probabilistic electricity price forecasting based on penalized temporal fusion transformer
by He Jiang & Sheng Pan & Yao Dong & Jianzhou Wang - 1492-1512 Tail risk forecasting with semiparametric regression models by incorporating overnight information
by Cathy W. S. Chen & Takaaki Koike & Wei‐Hsuan Shau - 1513-1529 Tail risk forecasting and its application to margin requirements in the commodity futures market
by Yun Feng & Weijie Hou & Yuping Song - 1530-1558 Robust approach to earnings forecast: A comparison
by Xiaojian Yu & Xiaoqian Zhang & Donald Lien - 1559-1574 Applying k‐nearest neighbors to time series forecasting: Two new approaches
by Samya Tajmouati & Bouazza E. L. Wahbi & Adel Bedoui & Abdallah Abarda & Mohamed Dakkon - 1575-1594 Interpretable corn future price forecasting with multivariate time series
by Binrong Wu & Zhongrui Wang & Lin Wang - 1595-1606 Forecasting stock market returns with a lottery index: Evidence from China
by Yaojie Zhang & Qingxiang Han & Mengxi He - 1607-1614 Do search queries predict violence against women? A forecasting model based on Google Trends
by Nicolás Gonzálvez‐Gallego & María Concepción Pérez‐Cárceles & Laura Nieto‐Torrejón - 1615-1624 A forecasting model for oil prices using a large set of economic indicators
by Jihad El Hokayem & Ibrahim Jamali & Ale Hejase - 1625-1660 Credit risk prediction based on causal machine learning: Bayesian network learning, default inference, and interpretation
by Jiaming Liu & Xuemei Zhang & Haitao Xiong - 1661-1681 Improving demand forecasting for customers with missing downstream data in intermittent demand supply chains with supervised multivariate clustering
by Corey Ducharme & Bruno Agard & Martin Trépanier - 1682-1705 A novel hybrid forecasting model with feature selection and deep learning for wind speed research
by Xuejun Chen & Ying Wang & Haitao Zhang & Jianzhou Wang - 1706-1730 Volatility forecasting for stock market incorporating media reports, investors' sentiment, and attention based on MTGNN model
by Bolin Lei & Yuping Song
July 2024, Volume 43, Issue 4
- 819-826 Forecasting in turbulent times
by Nikolaos Giannellis & Stephen G. Hall & Georgios P. Kouretas & George S. Tavlas - 827-851 Inflation forecasting with rolling windows: An appraisal
by Stephen G. Hall & George S. Tavlas & Yongli Wang & Deborah Gefang - 852-870 How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors
by Christoffer Koch & Diaa Noureldin - 871-893 Post‐COVID inflation dynamics: Higher for longer
by Randal Verbrugge & Saeed Zaman - 894-902 Using deep (machine) learning to forecast US inflation in the COVID‐19 era
by David Stoneman & John V. Duca - 903-931 Trust and monetary policy
by Paul De Grauwe & Yuemei Ji - 932-947 An evaluation of the inflation forecasting performance of the European Central Bank, the Federal Reserve, and the Bank of England
by Eleni Argiri & Stephen G. Hall & Angeliki Momtsia & Daphne Marina Papadopoulou & Ifigeneia Skotida & George S. Tavlas & Yongli Wang - 948-982 Combine to compete: Improving fiscal forecast accuracy over time
by Laura Carabotta & Peter Claeys - 983-1017 Forecasting exchange rates: An iterated combination constrained predictor approach
by Antonios K. Alexandridis & Ekaterini Panopoulou & Ioannis Souropanis - 1018-1041 The term structure of interest rates and economic activity: Evidence from the COVID‐19 pandemic
by Evangelos Salachas & Georgios P. Kouretas & Nikiforos T. Laopodis - 1042-1086 Forecasting GDP growth: The economic impact of COVID‐19 pandemic
by Ioannis D. Vrontos & John Galakis & Ekaterini Panopoulou & Spyridon D. Vrontos - 1087-1113 Forecasting food price inflation during global crises
by Patricia Toledo & Roberto Duncan - 1114-1126 Modeling the effects of Brexit on the British economy
by Patrick Minford & Zheyi Zhu
April 2024, Volume 43, Issue 3
- 509-543 A comparison of Range Value at Risk (RVaR) forecasting models
by Fernanda Maria Müller & Thalles Weber Gössling & Samuel Solgon Santos & Marcelo Brutti Righi - 544-566 Volatility forecasting for stock market index based on complex network and hybrid deep learning model
by Yuping Song & Bolin Lei & Xiaolong Tang & Chen Li - 567-582 Out‐of‐sample volatility prediction: Rolling window, expanding window, or both?
by Yuqing Feng & Yaojie Zhang & Yudong Wang - 583-592 A Markov chain model of crop conditions and intrayear crop yield forecasting
by J. R. Stokes - 593-614 Class‐imbalanced financial distress prediction with machine learning: Incorporating financial, management, textual, and social responsibility features into index system
by Yinghua Song & Minzhe Jiang & Shixuan Li & Shengzhe Zhao - 615-643 EWT‐SMOTE to improve default prediction performance in imbalanced data: Analysis of Chinese data
by Ying Zhou & Xia Lin & Guotai Chi & Peng Jin & Mengtong Li - 644-660 RMB exchange rate forecasting using machine learning methods: Can multimodel select powerful predictors?
by Xing Yu & Yanyan Li & Xinxin Wang - 661-672 Forecasting air passenger travel: A case study of Norwegian aviation industry
by Angesh Anupam & Isah A. Lawal - 673-701 Downturns and changes in the yield slope
by Mirko Abbritti & Juan Equiza & Antonio Moreno & Tommaso Trani - 702-753 Forecasting CPI with multisource data: The value of media and internet information
by Tingguo Zheng & Xinyue Fan & Wei Jin & Kuangnan Fang - 754-770 Empirical prediction intervals for additive Holt–Winters methods under misspecification
by Boning Yang & Xinyi Tang & Chun Yip Yau - 771-801 Forecasts with Bayesian vector autoregressions under real time conditions
by Michael Pfarrhofer - 802-815 Forecasting the containerized freight index with AIS data: A novel information combination method based on gray incidence analysis
by Yanhui Chen & Ailing Feng & Shun Chen & Jackson Jinhong Mi
March 2024, Volume 43, Issue 2
- 227-248 Big data financial transactions and GDP nowcasting: The case of Turkey
by Ali B. Barlas & Seda Guler Mert & Berk Orkun Isa & Alvaro Ortiz & Tomasa Rodrigo & Baris Soybilgen & Ege Yazgan - 249-285 Interval time series forecasting: A systematic literature review
by Piao Wang & Shahid Hussain Gurmani & Zhifu Tao & Jinpei Liu & Huayou Chen - 286-308 Credit scoring prediction leveraging interpretable ensemble learning
by Yang Liu & Fei Huang & Lili Ma & Qingguo Zeng & Jiale Shi - 309-325 Forecasting the volatility of crude oil futures: A time‐dependent weighted least squares with regularization constraint
by Qianjie Geng & Xianfeng Hao & Yudong Wang - 326-343 Determinants of disagreement: Learning from inflation expectations survey of households
by Gaurav Kumar Singh & Tathagata Bandyopadhyay - 344-365 Prediction of daily tourism volume based on maximum correlation minimum redundancy feature selection and long short‐term memory network
by Ming Yin & Feiya Lu & Xingxuan Zhuo & Wangzi Yao & Jialong Liu & Jijiao Jiang - 366-390 A multisource data‐driven combined forecasting model based on internet search keyword screening method for interval soybean futures price
by Rui Luo & Jinpei Liu & Piao Wang & Zhifu Tao & Huayou Chen - 391-401 A classification application for using learning methods in bank costumer's portfolio churn
by Murat Simsek & Iclal Cetin Tas - 402-414 Forecasting VaR and ES in emerging markets: The role of time‐varying higher moments
by Trung H. Le - 415-428 Intrusion detection system using metaheuristic fireworks optimization based feature selection with deep learning on Internet of Things environment
by T. Jayasankar & R. Kiruba Buri & P. Maheswaravenkatesh - 429-455 Enhancing credit risk prediction based on ensemble tree‐based feature transformation and logistic regression
by Jiaming Liu & Jiajia Liu & Chong Wu & Shouyang Wang - 456-472 Business applications and state‐level stock market realized volatility: A forecasting experiment
by Matteo Bonato & Oguzhan Cepni & Rangan Gupta & Christian Pierdzioch - 473-489 Forecasting tourist flows in the COVID‐19 era using nonparametric mixed‐frequency VARs
by Wanhai You & Yuming Huang & Chien‐Chiang Lee - 490-505 The optimal interval combination prediction model based on vectorial angle cosine and a new aggregation operator for social security level prediction
by Kexin Peng & Chao Kang & Xiwen Ru & Ligang Zhou
December 2023, Volume 42, Issue 8
- 1955-1972 Mixed‐frequency predictive regressions with parameter learning
by Markus Leippold & Hanlin Yang - 1973-1988 Forecasting intraday financial time series with sieve bootstrapping and dynamic updating
by Han Lin Shang & Kaiying Ji - 1989-2010 Forecasting global solar radiation using a robust regularization approach with mixture kernels
by He Jiang - 2011-2026 Analyzing and forecasting electricity price using regime‐switching models: The case of New Zealand market
by Gaurav Kapoor & Nuttanan Wichitaksorn & Wenjun Zhang - 2027-2044 Uncertainty analysis–forecasting system based on decomposition–ensemble framework for PM2.5 concentration forecasting in China
by Zongxi Qu & Xiaogang Hao & Fazhen Zhao & Chunhua Niu - 2045-2062 Forecast accuracy of the linear and nonlinear autoregressive models in macroeconomic modeling
by Ali Taiebnia & Shapour Mohammadi - 2063-2078 Variable selection for classification and forecasting of the family firm's socioemotional wealth
by Susana Álvarez‐Díez & J. Samuel Baixauli‐Soler & María Belda‐Ruiz & Gregorio Sánchez‐Marín - 2079-2098 The benefit of the Covid‐19 pandemic on global temperature projections
by Pierre Rostan & Alexandra Rostan - 2099-2120 Deep learning on mixed frequency data
by Qifa Xu & Zezhou Wang & Cuixia Jiang & Yezheng Liu - 2121-2138 Daily tourism forecasting through a novel method based on principal component analysis, grey wolf optimizer, and extreme learning machine
by Chuan Zhang & Ao‐Yun Hu & Yu‐Xin Tian - 2139-2166 Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for global financial crises
by Maziar Sahamkhadam & Andreas Stephan - 2167-2196 Multiobjective portfolio optimization: Forecasting and evaluation under investment horizon heterogeneity
by Xingyu Dai & Dongna Zhang & Chi Keung Marco Lau & Qunwei Wang - 2197-2216 Regularized Poisson regressions predict regional innovation output
by Li Xiang & Hu Xuemei & Yang Junwen - 2217-2248 Large covariance estimation using a factor model with common and group‐specific factors
by Shi Yafeng & Ai Chunrong & Yanlong Shi & Ying Tingting & Xu Qunfang - 2249-2279 Optimal out‐of‐sample forecast evaluation under stationarity
by Filip Staněk - 2280-2291 The battle of the factors: Macroeconomic variables or investor sentiment?
by David A. Mascio & Marat Molyboga & Frank J. Fabozzi - 2292-2306 Time‐varying partial‐directed coherence approach to forecast global energy prices with stochastic volatility model
by Zouhaier Dhifaoui & Sami Ben Jabeur & Rabeh Khalfaoui & Muhammad Ali Nasir - 2307-2321 Policy uncertainty and stock market volatility revisited: The predictive role of signal quality
by Afees A. Salisu & Riza Demirer & Rangan Gupta - 2322-2340 Forecasting the different influencing factors of household food waste behavior in China under the COVID‐19 pandemic
by Xiangdong Shen & Junbin Wang & Li Wang & Chunlan Jiao - 2341-2362 Forecasting base metal prices with exchange rate expectations
by Pablo Pincheira Brown & Nicolás Hardy
November 2023, Volume 42, Issue 7
- 1539-1559 Forecasting global stock market volatility: The impact of volatility spillover index in spatial‐temporal graph‐based model
by Bumho Son & Yunyoung Lee & Seongwan Park & Jaewook Lee - 1560-1568 Assessing components of uncertainty in demographic forecasts with an application to fiscal sustainability
by Juha Alho & Jukka Lassila - 1569-1593 Nowcasting the state of the Italian economy: The role of financial markets
by Donato Ceci & Andrea Silvestrini - 1594-1621 Forecasting stock return volatility: Realized volatility‐type or duration‐based estimators
by Tianlun Fei & Xiaoquan Liu & Conghua Wen - 1622-1647 Forecasting stock volatility with a large set of predictors: A new forecast combination method
by Xue Gong & Weiguo Zhang & Yuan Zhao & Xin Ye - 1648-1663 Modeling uncertainty in financial tail risk: A forecast combination and weighted quantile approach
by Giuseppe Storti & Chao Wang - 1664-1689 Forecasting nonperforming loans using machine learning
by Mohammad Abdullah & Mohammad Ashraful Ferdous Chowdhury & Ajim Uddin & Syed Moudud‐Ul‐Huq