All Stories

  1. Contemporary Approaches to Hybrid Forecasting
  2. The Impact of Outlier Detection Algorithms on Statistical, Machine Learning and Deep Learning Forecast Models
  3. A Transcendental LASSO Function for Combining Machine Learning and Statistical Model Forecasts
  4. Employing a generalized reduced gradient algorithm method to form combinations of steel price forecasts generated separately by ARIMA-TF and ANN models
  5. An Improved Combining-Model of Financial Analysts’ Forecasts and CAPM-Generated Forecasts of Firm-Earnings Growth
  6. Combining Housing Price Forecasts Generated Separately by Hedonic and Artificial Neural Network Models
  7. Dynamic conditional betas and equity returns
  8. An analysis of the relation between return and beta for portfolios of Turkish equities
  9. NEGATIVE CURRENCY-RISK-EXPOSURE FOR TURKISH EQUITIES
  10. On the efficacy of constraints on the linear combination forecast model
  11. Robust informational tests on the CAPM
  12. Combining analysts' forecasts with causal model forecasts of earnings growth