Issue Information

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2024)

Issue Information
Pubblicazione: (2024)

Information Illusion: Different Amounts of Information and Stock Price Estimates
di: Andreas Oehler, et al.
Pubblicazione: (2025)

The Information Content of Overnight Information for Volatility Forecasting: Evidence From China's Stock Market
di: Yi Zhang, et al.
Pubblicazione: (2025)

The Role of Coincident Information in Real‐Time Business Cycle Forecasting
di: Visa Kuntze
Pubblicazione: (2026)

Common Mutual Information Selection Algorithm and Its Application on Combination Forecasting
di: Chenqing Shen, et al.
Pubblicazione: (2024)

Affinities and Complementarities of Methods and Information Sets in the Estimation of Prices in Real Estate Markets
di: Mirko S. Bozanic‐Leal, et al.
Pubblicazione: (2024)

Deciphering Long‐Term Economic Growth: An Exploration With Leading Machine Learning Techniques
di: Zin Mar Oo, et al.
Pubblicazione: (2025)

Forecasting Volatility of Australian Stock Market Applying WTC‐DCA‐Informer Framework
di: Hongjun Zeng, et al.
Pubblicazione: (2025)

Fire Prediction and Risk Identification With Interpretable Machine Learning
di: Shan Dai, et al.
Pubblicazione: (2025)

On the Optimal Selection of Time‐Lag Embedding Dimension for Deep Learning Approaches in Financial Forecasting With Big Data
di: Mohammadreza Ghadimpour, et al.
Pubblicazione: (2025)

A Novel Multiclass Imbalance Classification Framework With Dynamic Evidential Fusion for Credit Rating
di: Wen‐hui Hou, et al.
Pubblicazione: (2025)

A Dynamic Fuzzy Modeling Method for Interval Time Series and Applications in Range‐Based Volatility Prediction
di: Leandro Maciel, et al.
Pubblicazione: (2025)

Modeling Volatility Dynamics in Emerging Markets: Novel Evidence From Large Set of Predictors
di: Maria Ghani, et al.
Pubblicazione: (2025)

Scaling‐Aware Rating of Poisson‐Limited Demand Forecasts
di: Malte C. Tichy, et al.
Pubblicazione: (2025)

Innovative Techniques to Predict Churn in the French Insurance Industry: Integration of Machine Learning With the Grabit Model
di: Christophe Schalck, et al.
Pubblicazione: (2025)

A Novel Approach to Forecasting After Large Forecast Errors
di: Jennifer L. Castle, et al.
Pubblicazione: (2025)

Climate Change Risk and Financial Market Response: An International Evidence From Performance Forecasts by Financial Analysts
di: Cyrine Khiari, et al.
Pubblicazione: (2025)

Estimation of Constrained Factor Models for High‐Dimensional Time Series
di: Yitian Liu, et al.
Pubblicazione: (2025)

Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor Versus National Factor in a GARCH‐MIDAS Model
di: Afees A. S alisu, et al.
Pubblicazione: (2025)

Forecasting Gold Volatility in an Uncertain Environment: The Roles of Large and Small Shock Sizes
di: Li Zhang, et al.
Pubblicazione: (2025)

Potential Demand Forecasting for Steel Products in Spot Markets Using a Hybrid SARIMA‐LSSVM Approach
di: Junting Huang, et al.
Pubblicazione: (2025)

Enhancing Demand Forecasting in Retail: A Comprehensive Analysis of Sales Promotional Effects on the Entire Demand Life Cycle
di: Harsha Chamara Hewage, et al.
Pubblicazione: (2025)

Integrating Google Mobility Indices for Forecasting Infectious Diseases Incidence: A Multi‐Country Study on COVID‐19 With LightGBM
di: Milton Soto‐Ferrari
Pubblicazione: (2025)

Leveraging an Integrated First and Second Moments Modeling Approach for Optimal Trading Strategies: Evidence From the Indian Pharma Sector in the Pre‐ and Post‐COVID‐19 Era
di: Himanshu Kautkar, et al.
Pubblicazione: (2025)

Stock Return Forecasting: A Supervised PCA With Selecting and Scaling
di: Ting Zhang, et al.
Pubblicazione: (2025)

GDP Nowcasting With Artificial Neural Networks: How Much Does Long‐Term Memory Matter?
di: Kristóf Németh, et al.
Pubblicazione: (2025)

HyperVIX: A GWO‐Optimized ARIMA‐LSTM Hybrid Model for CBOE Volatility Index (VIX) Forecasting
di: Ran Wu, et al.
Pubblicazione: (2025)

Stock Return Prediction Based on a Functional Capital Asset Pricing Model
di: Ufuk Beyaztas, et al.
Pubblicazione: (2025)

Common Shocks and Climate Risk in European Equities
di: Andrea Cipollini, et al.
Pubblicazione: (2025)

Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?
di: Evangelos E. Ioannidis, et al.
Pubblicazione: (2025)

Revisiting the Volatility Dynamics of REITs Amid Uncertainty and Investor Sentiment: A Predictive Approach in GARCH‐MIDAS
di: Xu Xiangxin, et al.
Pubblicazione: (2025)

European Union Allowance price forecasting with Multidimensional Uncertainties: A TCN‐iTransformer Approach for Interval Estimation
di: Ran Wu, et al.
Pubblicazione: (2025)