Profit-oriented sales forecasting: a comparison of forecasting techniques from a business perspective,
Tine Van Calster, Filip Van den Bossche, Bart Baesens and Wilfried Lemahieu,
from arXiv.org
(2020)
A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting,
Zhengkun Li, Minh-Ngoc Tran, Chao Wang, Richard Gerlach and Junbin Gao,
from arXiv.org
(2021)
Mapping the risk terrain for crime using machine learning,
Andrew Palmer Wheeler and Wouter Steenbeek,
from Center for Open Science
(2020)
Stock Price Prediction Using Convolutional Neural Networks on a Multivariate Timeseries,
Sidra Mehtab and Jaydip Sen,
from arXiv.org
(2020)
The 2010 Structural-Demographic Forecast for the 2010–2020 Decade: A Retrospective Assessment,
Peter Turchin and Andrey Korotayev,
from Center for Open Science
(2020)
Forecasting GDP growth from outer space,
Jaqueson Galimberti,
from Auckland University of Technology, Department of Economics
(2020)
Keywords: night lights, remote sensing, big data, business cycles, leading indicators
Forecasting Realized Volatility of Bitcoin: The Role of the Trade War,
Elie Bouri, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch,
from University of Pretoria, Department of Economics
(2020)
Keywords: Bitcoin, Realized volatility, Trade war, Random forests
A Note on Investor Happiness and the Predictability of Realized Volatility of Gold,
Matteo Bonato, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch,
from University of Pretoria, Department of Economics
(2020)
Keywords: Investor Happiness, Gold, Realized Volatility, Forecasting
Investor Happiness and Predictability of the Realized Volatility of Oil Price,
Matteo Bonato, Konstantinos Gkillas, Rangan Gupta and Christian Pierdzioch,
from University of Pretoria, Department of Economics
(2020)
Keywords: Investor Happiness, Oil market, Realized Volatility, Forecasting
A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility,
Riza Demirer, Rangan Gupta, Christian Pierdzioch and Syed Jawad Hussain Shahzad,
from University of Pretoria, Department of Economics
(2020)
Keywords: Oil Shocks, Risk Shocks, Gold, Realized Volatility, Forecasting