Forecasting Financial Returns Volatility: A GARCH-SVR Model
Sign Up to like & getrecommendations! Published in 2019 at "Computational Economics"
DOI: 10.1007/s10614-019-09896-w
Abstract: Support vector regression (SVR) is a semiparametric estimation method that has been used extensively in the forecasting of financial time series volatility. In this paper, we seek to design a two-stage forecasting volatility method by… read more here.
Keywords: garch svr; svr models; svr; volatility ... See more keywords
Dynamic forecasting of financial distress: the hybrid use of incremental bagging and genetic algorithm—empirical study of Chinese listed corporations
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DOI: 10.1057/s41283-016-0012-6
Abstract: Financial distress prediction plays an important role in affecting the healthy development of the firm. Previous studies on financial distress prediction have chiefly built prediction models based on static data samples within a period of… read more here.
Keywords: distress; financial distress; forecasting financial; genetic algorithm ... See more keywords
Forecasting financial crashes with quantum computing
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DOI: 10.1103/physreva.99.060301
Abstract: A key problem in financial mathematics is the forecasting of financial crashes: if we perturb asset prices, will financial institutions fail on a massive scale? This was recently shown to be a computationally intractable (NP-Hard)… read more here.
Keywords: quantum computing; financial crashes; problem; forecasting financial ... See more keywords
Forecasting in financial accounting with artificial intelligence – A systematic literature review and future research agenda
Sign Up to like & getrecommendations! Published in 2023 at "Journal of Applied Accounting Research"
DOI: 10.1108/jaar-06-2022-0146
Abstract: PurposeAccounting information systems are mainly rule-based, and data are usually available and well-structured. However, many accounting systems are yet to catch up with current technological developments. Thus, artificial intelligence (AI) in financial accounting is often… read more here.
Keywords: research agenda; research; financial accounting; accounting ... See more keywords
Forecasting financial short time series
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DOI: 10.1285/i20705948v11n1p42
Abstract: We study the application of time series forecasting methods to massive datasets of short financial time series. In our example, the time series arise from analyzing monthly expenses and incomes in personal financial records. Differently… read more here.
Keywords: series forecasting; time series; forecasting financial; short time ... See more keywords
Examining Statistical Methods in Forecasting Financial Energy of Households in Poland and Taiwan
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DOI: 10.3390/en14071821
Abstract: This paper examines the usefulness of statistical methods in forecasting the financial energy of households. The study’s objective is to create the innovative ratios that combine both financial and demographic information of households and implement… read more here.
Keywords: methods forecasting; energy households; statistical methods; financial energy ... See more keywords
FORECASTING FINANCIAL CYCLES: CAN BIG DATA HELP?
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DOI: 10.3846/tede.2020.12702
Abstract: Financial cycles as a source of financial crisis and business cycles that was demonstrated during the financial crisis of 2008, so it is important to understand proper methods of measuring and forecasting them to unravel… read more here.
Keywords: big data; financial cycles; forecasting financial; financial big ... See more keywords