Dynamic Mortality Forecasting via Mixed-Frequency State-Space Models
Fuente:
arXiv
Saved in:
| Main Authors: | Li, Runze, Zhou, Rui, Pitt, David |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by: Ballarin, Giovanni, et al.
Published: (2022)
by: Ballarin, Giovanni, et al.
Published: (2022)
Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces
by: Chen, Ertian
Published: (2025)
by: Chen, Ertian
Published: (2025)
Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies
by: Haoran Li, et al.
Published: (2026)
by: Haoran Li, et al.
Published: (2026)
Forecasting with Neuro-Dynamic Programming
by: Fernandes, Pedro Afonso
Published: (2024)
by: Fernandes, Pedro Afonso
Published: (2024)
Demographic Transition and the Dynamics of Income Distribution in Japan: A Bayesian State-Space Approach
by: Kakamu, Kazuhiko
Published: (2026)
by: Kakamu, Kazuhiko
Published: (2026)
A Nonlinear Target-Factor Model with Attention Mechanism for Mixed-Frequency Data
by: Brini, Alessio, et al.
Published: (2026)
by: Brini, Alessio, et al.
Published: (2026)
Identification in Nonlinear Dynamic Panel Models under Partial Stationarity
by: Gao, Wayne Yuan, et al.
Published: (2023)
by: Gao, Wayne Yuan, et al.
Published: (2023)
Optimising pandemic response through vaccination strategies using neural networks
by: Zhai, Chang, et al.
Published: (2025)
by: Zhai, Chang, et al.
Published: (2025)
Nowcasting with Mixed Frequency Data Using Gaussian Processes
by: Hauzenberger, Niko, et al.
Published: (2024)
by: Hauzenberger, Niko, et al.
Published: (2024)
Unemployment Dynamics Forecasting with Machine Learning Regression Models
by: Kim, Kyungsu
Published: (2025)
by: Kim, Kyungsu
Published: (2025)
Forecasting short-term inflation in Argentina with Random Forest Models
by: Forte, Federico Daniel
Published: (2024)
by: Forte, Federico Daniel
Published: (2024)
Enhancing Efficiency of Local Projections Estimation with Volatility Clustering in High-Frequency Data
by: Chua, Chew Lian, et al.
Published: (2025)
by: Chua, Chew Lian, et al.
Published: (2025)
Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach
by: Fan, Rui, et al.
Published: (2021)
by: Fan, Rui, et al.
Published: (2021)
A Neural Frequency-Severity Model and Its Application to Insurance Claims
by: Lim, Dong-Young
Published: (2021)
by: Lim, Dong-Young
Published: (2021)
Heterogeneous Treatment Effects via Linear Dynamic Panel Data Models
by: Marx, Philip, et al.
Published: (2024)
by: Marx, Philip, et al.
Published: (2024)
Corrected Forecast Combinations
by: Liu, Chu-An, et al.
Published: (2026)
by: Liu, Chu-An, et al.
Published: (2026)
Forecasted Treatment Effects
by: Botosaru, Irene, et al.
Published: (2023)
by: Botosaru, Irene, et al.
Published: (2023)
Forecasting for monetary policy
by: Coroneo, Laura
Published: (2025)
by: Coroneo, Laura
Published: (2025)
Benign Overfitting in Economic Forecasting via Noise Regularization
by: Liao, Yuan, et al.
Published: (2023)
by: Liao, Yuan, et al.
Published: (2023)
High-Dimensional Matrix-Variate Diffusion Index Models for Time Series Forecasting
by: Ma, Zhiren, et al.
Published: (2025)
by: Ma, Zhiren, et al.
Published: (2025)
Modelling and Forecasting Energy Market Volatility Using GARCH and Machine Learning Approach
by: Chung, Seulki
Published: (2024)
by: Chung, Seulki
Published: (2024)
Forecasting Oil Volatility through Network Models with GARCH-Informed Correlation Weights
by: Djebari, Fayçal, et al.
Published: (2025)
by: Djebari, Fayçal, et al.
Published: (2025)
Realized Stochastic Volatility Model with Skew-t Distributions for Improved Volatility and Quantile Forecasting
by: Takahashi, Makoto, et al.
Published: (2024)
by: Takahashi, Makoto, et al.
Published: (2024)
Robust Structural Estimation under Misspecified Latent-State Dynamics
by: Chen, Ertian
Published: (2025)
by: Chen, Ertian
Published: (2025)
Optimizing Patient Placement in Normal Care Units: An Instrumental Causal Forest Approach Minimizing Mortality
by: Cordier, Johannes
Published: (2026)
by: Cordier, Johannes
Published: (2026)
Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
by: Kohns, David, et al.
Published: (2025)
by: Kohns, David, et al.
Published: (2025)
Unified Mixture Sampler for State-Space Models: Application to Stochastic Conditional Duration Models
by: Hiraki, Daichi, et al.
Published: (2026)
by: Hiraki, Daichi, et al.
Published: (2026)
Forecast Relative Error Decomposition
by: Gourieroux, Christian, et al.
Published: (2024)
by: Gourieroux, Christian, et al.
Published: (2024)
Forecasting Oil Consumption: The Statistical Review of World Energy Meets Machine Learning
by: Ditzen, Jan, et al.
Published: (2026)
by: Ditzen, Jan, et al.
Published: (2026)
Mixing it up: Inflation at risk
by: Schröder, Maximilian
Published: (2024)
by: Schröder, Maximilian
Published: (2024)
Forecasting Political Stability in GCC Countries
by: Goldani, Mahdi
Published: (2024)
by: Goldani, Mahdi
Published: (2024)
Partial Identification of Binary Choice Models with Misreported Outcomes
by: Mondal, Orville, et al.
Published: (2024)
by: Mondal, Orville, et al.
Published: (2024)
The Mixed Aggregate Preference Logit Model: A Machine Learning Approach to Modeling Unobserved Heterogeneity in Discrete Choice Analysis
by: Forsythe, Connor R., et al.
Published: (2024)
by: Forsythe, Connor R., et al.
Published: (2024)
Seasonality in Mixed Causal-Noncausal Processes
by: Castro, Tomás del Barrio, et al.
Published: (2026)
by: Castro, Tomás del Barrio, et al.
Published: (2026)
From Many Models, One: Macroeconomic Forecasting with Reservoir Ensembles
by: Ballarin, Giovanni, et al.
Published: (2025)
by: Ballarin, Giovanni, et al.
Published: (2025)
Energy-Arena: A Dynamic Benchmark for Operational Energy Forecasting
by: Kleinebrahm, Max, et al.
Published: (2026)
by: Kleinebrahm, Max, et al.
Published: (2026)
State Space Model of Realized Volatility under the Existence of Dependent Market Microstructure Noise
by: Yano, Toru
Published: (2024)
by: Yano, Toru
Published: (2024)
Intraday Functional PCA Forecasting of Cryptocurrency Returns
by: Jasiak, Joann, et al.
Published: (2025)
by: Jasiak, Joann, et al.
Published: (2025)
Causal State-Dependent Local Projections
by: David, Joel M., et al.
Published: (2026)
by: David, Joel M., et al.
Published: (2026)
Supervised Dynamic PCA: Linear Dynamic Forecasting with Many Predictors
by: Gao, Zhaoxing, et al.
Published: (2023)
by: Gao, Zhaoxing, et al.
Published: (2023)
Similar Items
-
Reservoir Computing for Macroeconomic Forecasting with Mixed Frequency Data
by: Ballarin, Giovanni, et al.
Published: (2022) -
Model-Adaptive Approach to Dynamic Discrete Choice Models with Large State Spaces
by: Chen, Ertian
Published: (2025) -
Estimation of Heterogeneous Panel Data Models With Mixed Sampling Frequencies
by: Haoran Li, et al.
Published: (2026) -
Forecasting with Neuro-Dynamic Programming
by: Fernandes, Pedro Afonso
Published: (2024) -
Demographic Transition and the Dynamics of Income Distribution in Japan: A Bayesian State-Space Approach
by: Kakamu, Kazuhiko
Published: (2026)