Global ETD Search
Search theses and dissertations gathered from participating repositories worldwide. Every result links back to the library that holds it. No account is needed.
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Showing 1 to 5 of 5 for “"composite forecasts"”.
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Forecasting volatilities in option pricing: An application of Bayesian inference
… the ""inverse"" Black option model). Volatility forecasts are made with those individual models under two scenarios involving (1) forecasting over three time-to-maturity periods (six months, four months, and two months) and (2) forecasting one month ahead. Composite forecasts are formed via four …
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The use of neural networks in the combining of time series forecasts with differential penalty costs
… at one time or another made decisions based on forecasts of future events. This widespread need for accurate predictions has resulted in considerable growth in the science of forecasting. To a large degree, practitioners are heavily dependent on academicians for generating new and improved …
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Improving the Accuracy of Outlook Price Forecasts: An Application to Livestock Markets
… performance and economic value of public outlook forecasts has been of continuing interest to agricultural economists and market participants. This dissertation provide new and powerful evidence on the performance of outlook forecasts relative to futures prices in hog and cattle markets over the …
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Does the inclusion of climate variables improve tourism demand forecasting performance?
… on tourism demand. Individual tourism demand forecasts are generated through both causal econometric and non- causal time series models, which are popular in the current tourism demand literature. Causal econometric models, which consist of the bounds test cointegration approach, the …