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Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces

• Authors : Shang, Han Lin; Kearney, Fearghal

Subjects: Augmented common factor method; Functional principal component analysis; Long-run covariance

• Source: Shang , H L & Kearney , F 2022 , ' Dynamic functional time-series forecasts of foreign exchange implied volatility surfaces ' , International Journal of Forecasting ,

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Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating

• Authors : Shang, Han Lin; Yang, Yang; Kearney, Fearghal

• Source: Shang , H L , Yang , Y & Kearney , F 2018 , ' Intraday Forecasts of a Volatility Index: Functional Time Series Methods with Dynamic Updating ' , Annals of Operations

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Analytical iterative multi-step interval forecasts of wind generation based on TLGP

• Authors : Yan, Juan; Li, Kang; Bai, Erwei

Subjects: Forecasting; Gaussian process; Gaussian processes

• Source: Yan , J , Li , K , Bai , E , Zhao , X , Xue , Y & Foley , A M 2019 , ' Analytical iterative multi-step interval forecasts of wind generation based on TLGP ' , IEEE

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Neural network forecasts of input-output technology

• Authors : Papadas, C.T.; Hutchinson, George

Subjects: /dk/atira/pure/subjectarea/asjc/2000/2002; name=Economics and Econometrics

• Source: Papadas , C T & Hutchinson , G 2002 , ' Neural network forecasts of input-output technology ' , Applied Economics , vol. 34 , no. 13 , pp. 1607-1615 .

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Forecasting realized volatility of crude oil futures prices based on machine learning

• Authors : Luo, Jiawen; Klein, Tony; Walther, Thomas

Subjects: forecasting; crude oil; exogenous predictors

• Source: Luo , J , Klein , T , Walther , T & Ji , Q 2024 , ' Forecasting realized volatility of crude oil futures prices based on machine learning ' , Journal of Forecasting . https://doi.org/10.1002/for.3077

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Interpretable, non-mechanistic forecasting using empirical dynamic modeling and interactive visualization

• Authors : Mason, Lee; de Gonzalez, Amy Berrington; Garcia-Closas, Montserrat

• Source: Mason , L , de Gonzalez , A B , Garcia-Closas , M , Chanock , S J , Hicks , B & Almeida , J S 2023 , ' Interpretable, non-mechanistic forecasting using empirical dynamic modeling and interactive

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Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock

• Authors : Klein, Tony

• Source: Klein , T 2022 , ' Agree to Disagree? Predictions of U.S. Nonfarm Payroll Changes between 2008 and 2020 and the Impact of the COVID19 Labor Shock ' , Journal of Economic Behavior & Organization , vol.

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Forecasting Realized Volatility of Agricultural Commodities

• Authors : Degiannakis, Stavros; Filis, George; Klein, Tony

• Source: Degiannakis , S , Filis , G , Klein , T & Walther , T 2020 , ' Forecasting Realized Volatility of Agricultural Commodities ' , International Journal of Forecasting .

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On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks

• Authors : Luo, Jiawen; Ji, Qiang; Klein, Tony

• Source: Luo , J , Ji , Q , Klein , T , Todorova , N & Zhang , D 2020 , ' On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks ' , Energy Economics

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Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH

• Authors : Bui Quang, Paul; Klein, Tony; Nguyen, Nam H.

• Source: Bui Quang , P , Klein , T , Nguyen , N H & Walther , T 2018 , ' Value-at-Risk for South-East Asian Stock Markets: Stochastic Volatility vs. GARCH ' , Journal of Risk and Financial Management , vol. 11

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