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Publikováno v:
In Journal of International Money and Finance April 2022 122
Publikováno v:
In International Journal of Forecasting January-March 2022 38(1):97-116
Autor:
Gambetti, Paolo1 (AUTHOR) paologambetti92@gmail.com, Roccazzella, Francesco2 (AUTHOR) francesco.roccazzella@uclouvain.be, Vrins, Frédéric2,3 (AUTHOR)
Publikováno v:
Risks. Jun2022, Vol. 10 Issue 6, pN.PAG-N.PAG. 29p.
We use optimal combination of forecasts to introduce a novel forecast encompass- ing test to evaluate time-series and institutional inflation projections in the euro area. Combination weights reveal which forecasts are the most informative. Although,
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::6e2d3e602cd8b7b0f051a9183d966688
https://hdl.handle.net/2078.1/261921
https://hdl.handle.net/2078.1/261921
Previous academic research highlights the potential of machine learning for predicting corporate bond recovery rates. In this paper, we use meta-learning to combine the predictions from 20 candidate linear, nonlinear and rule-based algorithms. We exp
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::5e917a982e967e3eb4bbd2d94b111e4e
https://hdl.handle.net/2078.1/229301
https://hdl.handle.net/2078.1/229301
Combining forecasts formed by various models can substantially improve the prediction performances compared to those obtained from the individual models. Standard combination approaches consist in a forecast selection step followed by a weighting sch
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::72b5d75587c3767c1d43136e5c62eb2c
https://hdl.handle.net/2078.1/229061
https://hdl.handle.net/2078.1/229061
Autor:
Roccazzella, Francesco
Agents’ beliefs and their confidence about the current and prospective economic conjecture are relevant drivers of the Slovenian business cycle. Loss aversion, ambiguity aversion and bounded rationality are the theoretical basement of the model, wh
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=od______1493::b792600306f4828e5c70da025508b5e0
https://hdl.handle.net/2078.1/221790
https://hdl.handle.net/2078.1/221790
Publikováno v:
In International Journal of Forecasting July-September 2022 38(3):1050-1050