For the ninth year the International Institute of Forecasters (IIF) and SAS have announced financial support for research on how to improve forecasting methods and business forecasting practice. The awards will be two $5,000 grants.
Considering different strategies to forecast near-term commodity price inflation, no particular approach is systematically more accurate and robust. Even more, current forecasts of commodity prices upswings are unreliable signals of future inflationary pressure.
Market efficiency hypothesis suggests a zero level for the intraday interest rate. However, a liquidity crisis introduces frictions related to news, which can cause an upward jump of the intraday rate.
To meet the Kyoto Protocol the European Union introduced a cap-and-trade scheme where mandated installations are allocated permits to emit CO2. Financial markets have developed that allow companies to trade these carbon permits.
The increased volatility and competitiveness of today’s market has led firms to engage in collaborative forecasting and information-sharing practices in order to improve forecast accuracy. However, knowing how and when to collaborate with downstream partners remains a challenge.
In this issue we have Unpredictability in Economic Analysis, Econometric Modeling and Forecasting, The predictive content of sectoral stock prices: a US-euro area comparison, Exploring ICA for time series decomposition, and more.
Polly the parrot uses the high-profile application of forecasting U.S. Presidential Election outcomes to demonstrate advances in forecasting methodology. Her main focus is on the principle of combining.
In this issue we have Forecasting recessions using stall speeds, Bayesian VARs: specification choices and forecast accuracy, WALS estimation and forecasting in factor-based dynamic models, Forecasting Value-at-Risk Using Nonlinear Regression Quantiles and the Intra-day Range, and more.
In this issue we have Forecasting Housing Prices: Dynamic Factor Model versus LBVAR Model, Forecasting Equicorrelation, Modeling and forecasting realized range volatility, Forecasting aggregate and disaggregates with common features, Leverage as a Predictor for Real Activity and Volatility, and more.
FICO, a provider of analytics and decision management technology, announced that it has been awarded four new patents by the U.S. Patent and Trademark Office. These patents were granted for inventions underlying FICO solutions in predictive analytics, optimization and fraud detection.